Multi-Attribute Portfolio Selection: New Perspectives

DOI10.3138/infor.47.1.1MaRDI QIDQ6160188

Belaïd Aouni

Publication date: 9 May 2023

Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)

zbMATH Keywords

portfolio selectionmulti-criteria decision aidfinancial decision maker's preferences

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (9)

Bounds for portfolio weights in decentralized asset allocation ⋮ Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach ⋮ Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review ⋮ A multiple stochastic goal programming approach for the agent portfolio selection problem ⋮ Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection ⋮ Multicriteria security evaluation: does it cost to be traditional? ⋮ A Synthesis of Information Imperfection Representations for Decision Aid ⋮ Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market ⋮ Financial portfolio management through the goal programming model: current state-of-the-art

Cites Work

• On the construction of mutual fund portfolios: a multicriteria methodology and an application to the Greek market of equity mutual funds
• Multi-objective stochastic programming for portfolio selection
• Multi‐criteria decision aid in financial decision making: methodologies and literature review

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