Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization
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Publication:6160193
DOI10.3138/INFOR.47.1.31OpenAlexW2137678767MaRDI QIDQ6160193FDOQ6160193
Authors: Matthias Ehrgott, Refail Kasimbeyli, Ozden Ustun 
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.47.1.31
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Cited In (19)
- Multi-Attribute Portfolio Selection: New Perspectives
- A conic scalarization method in multi-objective optimization
- 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
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- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
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