Multicriteria portfolio management
DOI10.1007/978-1-4614-3670-6zbMATH Open1283.91002OpenAlexW136156094MaRDI QIDQ409077FDOQ409077
Authors: Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis 
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
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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)
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- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
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