Multicriteria portfolio management
DOI10.1007/978-1-4614-3670-6zbMATH Open1283.91002OpenAlexW136156094MaRDI QIDQ409077FDOQ409077
Theodore Krintas, John Psarras, Constantin Zopounidis, George Mavrotas, Panos Xidonas
Publication date: 12 April 2012
Published in: Springer Optimization and Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4614-3670-6
portfolio optimizationPareto optimal solutionsstock selectiondecision support system\(\varepsilon\)-constrained methodapplied portfolio managementELECTRE III methodmodern portfolio theorymulticriteria portfolio managementmultiobjective mathematical programmingportfolio performance evaluation
Management decision making, including multiple objectives (90B50) Multi-objective and goal programming (90C29) Applications of mathematical programming (90C90) Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)
Cited In (13)
- Multi-Attribute Portfolio Selection: New Perspectives
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- On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives
- An analytical derivation of the efficient surface in portfolio selection with three criteria
- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
- Multiple criteria decision aiding for finance: an updated bibliographic survey
- Tri-criterion modeling for constructing more-sustainable mutual funds
- Multicriteria decision systems for financial problems
- Value of information in portfolio selection, with a Taiwan stock market application illustration
- Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing
- Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
- A multi‐criterion approach for selecting attractive portfolio
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