Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization
From MaRDI portal
Publication:6160193
Recommendations
Cites work
- scientific article; zbMATH DE number 4060926 (Why is no real title available?)
- scientific article; zbMATH DE number 3679573 (Why is no real title available?)
- scientific article; zbMATH DE number 1149854 (Why is no real title available?)
- scientific article; zbMATH DE number 1784657 (Why is no real title available?)
- scientific article; zbMATH DE number 2209474 (Why is no real title available?)
- An MCDM approach to portfolio optimization.
- An improved definition of proper efficiency for vector maximization with respect to cones
- Heuristics for cardinality constrained portfolio optimization
- Multicriteria Optimization
- Multicriteria decision aid classification methods
- Multiple criteria decision making combined with finance: a categorized bibliographic study.
- On the completeness and constructiveness of parametric characterizations to vector optimization problems
- PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
- Portfolio Selection: A Compromise Programming Solution
- Portfolio performance evaluation in a mean--variance--skewness framework
- Proper efficiency and the theory of vector maximization
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
Cited in
(19)- A conic scalarization method in multi-objective optimization
- Multi-Attribute Portfolio Selection: New Perspectives
- Conic scalarization method in multiobjective optimization and relations with other scalarization methods
- Multi-objective stochastic programming for portfolio selection
- Existence and characterization theorems in nonconvex vector optimization
- A branch-and-bound based heuristic algorithm for convex multi-objective MINLPs
- PaMILO: a solver for multi-objective mixed integer linear optimization and beyond
- The Role of Cardinal Utilities in Multiple Objective Programming
- The efficacy of utility functions for multicriteria hospital case‐mix planning
- Portfolio management within the frame of multiobjective mathematical programming: a categorised bibliographic study
- On multiobjective optimization in portfolio management
- Conic scalarization approach to solve multi-choice multi-objective transportation problem with interval goal
- Comparison of some scalarization methods in multiobjective optimization
- A coradiant based scalarization to characterize approximate solutions of vector optimization problems with variable ordering structures
- Combined forecasts in portfolio optimization: a generalized approach
- Robust multiobjective optimization \& applications in portfolio optimization
- Solving multiobjective mixed integer convex optimization problems
- scientific article; zbMATH DE number 6934890 (Why is no real title available?)
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
This page was built for publication: Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6160193)
