scientific article; zbMATH DE number 1149820

MaRDI QIDQ4387205zbMATH OpenFDO

Authors Christian Hurson, Constantin Zopounidis

Publication date 5 November 1998

Mathematics Subject Classification ID

Theory of languages and software systems (knowledge-based systems, expert systems, etc.) for artificial intelligence (68T35) Management decision making, including multiple objectives (90B50) Portfolio theory (91G10)

Cited in

(11)

• A multi-stage multi criteria model for portfolio management
• Financial analysis based sectoral portfolio optimization under second order stochastic dominance
• On constructing expert Betas for single-index model
• Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
• MPOC: an agglomerative algorithm for multicriteria partially ordered clustering
• On computing ELECTRE's credibility indices under partial information
• A preference disaggregation decision support system for financial classification problems.
• Bi-objective reliability based optimization: an application to investment analysis
• Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
• An algorithm for ordinal sorting based on ELECTRE with categories defined by examples
• Equity portfolio construction and selection using multiobjective mathematical programming

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