Multi-criterion approach versus Markowitz in selection of the optimal portfolio

MaRDI QIDQ5482489zbMATH OpenFDO

Authors Zdravka Aljinović, Branka Marasović, Neli Tomić-Plazibat

Publication date 28 August 2006

zbMATH Keywords

Croatian capital marketefficient portfoliomulti-criteria methodsportfolio selection

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

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