Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
DOI10.1007/S12351-008-0027-1zbMATH Open1175.90241OpenAlexW1998968054MaRDI QIDQ839987FDOQ839987
Panagiotis Xidonas, John Psarras, D. Th. Askounis
Publication date: 4 September 2009
Published in: Operational Research. An International Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12351-008-0027-1
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portfolio optimizationmultiple criteria decision makingportfolio constructioncorporate evaluationoutranking relations theoryportfolio evaluationstock evaluation
Management decision making, including multiple objectives (90B50) Combinatorial optimization (90C27) Portfolio theory (91G10)
Cites Work
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Cited In (14)
- An integrated approach for stock evaluation and portfolio optimization
- A multiple objective stochastic portfolio selection problem with random Beta
- Improving portfolio liquidity
- Portfolio selection: should investors include crypto‐assets? A multiobjective approach
- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
- Multiple criteria decision aiding for finance: an updated bibliographic survey
- ELECTRE: A comprehensive literature review on methodologies and applications
- On the construction of mutual fund portfolios: a multicriteria methodology and an application to the Greek market of equity mutual funds
- Equity portfolio construction and selection using multiobjective mathematical programming
- IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection
- Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach
- Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange
- Multi-criteria optimization in regression
- Using attribute trade-off information in investment
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