Interactive portfolio selection involving multicriteria sorting models

DOI10.1007/s10479-022-04877-zzbMath1530.90097OpenAlexW4288489364MaRDI QIDQ6115945

Vincent Mousseau, Ali Sghaier Tlili, Wassila Ouerdane, Oumaima Khaled

Publication date: 13 July 2023

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-022-04877-z

zbMATH Keywords

portfolio selectionpreference learningmulticriteria decisionnon-compensatory sortingSAT/MaxSAT

Mathematics Subject Classification ID

Decision theory (91B06) Multi-objective and goal programming (90C29) Management decision making, including multiple objectives (90B50) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Portfolio theory (91G10)

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