IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection
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Publication:531474
DOI10.1016/j.ejor.2010.08.028zbMath1210.90109MaRDI QIDQ531474
Constantin Zopounidis, George Mavrotas, John Psarras, Panagiotis Xidonas
Publication date: 29 April 2011
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.08.028
decision support systems; multiobjective mathematical programming; multiple criteria decision making; portfolio selection; portfolio construction; equities
90C29: Multi-objective and goal programming
90B50: Management decision making, including multiple objectives
91G10: Portfolio theory
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Cites Work
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