Multi‐criteria decision aid in financial decision making: methodologies and literature review
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Cites work
Cited in
(39)- Multi-criteria Classification Methods in Financial and Banking Decisions
- Intelligent decision aiding systems based on multiple criteria for financial engineering
- An integrated approach for stock evaluation and portfolio optimization
- Multi-Attribute Portfolio Selection: New Perspectives
- Operational research and artificial intelligence methods in banking
- The detection of earnings manipulation: the three-phase cutting plane algorithm using mathematical programming
- Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach
- Portfolio construction on the Athens stock exchange: a multiobjective optimization approach
- A multi-stage multi criteria model for portfolio management
- Incoherence measures and relations between coherence conditions for pairwise comparisons
- Multiple criteria decision aiding for finance: an updated bibliographic survey
- scientific article; zbMATH DE number 2209477 (Why is no real title available?)
- Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market
- New decision-making techniques and their application in the selection of financial products
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions
- ELECTRE: A comprehensive literature review on methodologies and applications
- Goal-based investing based on multi-stage robust portfolio optimization
- ELECTRE TRI-nB: a new multiple criteria ordinal classification method
- A multicriteria methodology for equity selection using financial analysis
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
- Equity portfolio construction and selection using multiobjective mathematical programming
- Geometric compromise programming: application in portfolio selection
- IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection
- A PROMETHEE-based approach to portfolio selection problems
- A confidence voting process for ranking problems based on support vector machines
- A novel methodology for perception-based portfolio management
- On constructing expert Betas for single-index model
- Multi-criteria optimization in regression
- PROMETHEE: a comprehensive literature review on methodologies and applications
- Robust multiobjective optimization \& applications in portfolio optimization
- Global minimum variance portfolios under uncertainty: a robust optimization approach
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance
- Electre Tri-C: A multiple criteria sorting method based on characteristic reference actions
- Twenty years of linear programming based portfolio optimization
- Comments on: Multicriteria decision systems for financial problems
- Multicriteria security evaluation: does it cost to be traditional?
- Analysis of the effectiveness of the theseus multi-criteria sorting method: theoretical remarks and experimental evidence
- Financial portfolio management through the goal programming model: current state-of-the-art
- A new approach to multi-criteria sorting based on fuzzy outranking relations: the THESEUS method
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