Multi-Attribute Portfolio Selection: New Perspectives

DOI10.3138/INFOR.47.1.1MaRDI QIDQ6160188zbMATH OpenFDO

Authors Belaïd Aouni

Publication date 9 May 2023

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

Full work available at URL https://doi.org/10.3138/INFOR.47.1.1

zbMATH Keywords

financial decision maker's preferencesmulti-criteria decision aidportfolio selection

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites work

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

Cited in

(14)

• 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
• Financial portfolio management through the goal programming model: current state-of-the-art
• A multi‐criterion approach for selecting attractive portfolio
• Bounds for portfolio weights in decentralized asset allocation
• Multicriteria security evaluation: does it cost to be traditional?
• A Synthesis of Information Imperfection Representations for Decision Aid
• Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization
• Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market
• MCDA strategies for portfolio optimization: a case study on Vietnamese stock market dynamics
• Balancing energy consumption and thermal comfort in buildings: a multi-criteria framework
• The relevance of goal programming for financial portfolio management: a bibliometric and systematic literature review

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