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

zbMATH Open1133.91399MaRDI QIDQ5482489FDOQ5482489

Authors: Zdravka Aljinović, Branka Marasović, Neli Tomić-Plazibat 

Publication date: 28 August 2006

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zbMATH Keywords

portfolio selectionefficient portfoliomulti-criteria methodsCroatian capital market

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

Cited In (7)

• Multi-criteria optimal stopping methods applied to the portfolio optimisation problem
• A comparison of basic and extended Markowitz model on Croatian capital market
• Title not available (Why is that?)
• Notes on the Markowitz portfolio selection method
• Comparison of different estimation techniques for portfolio selection
• Criteria, models and strategies in portfolio selection
• A multi‐criterion approach for selecting attractive portfolio

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