Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges
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Publication:877641
DOI10.1016/J.EJOR.2005.11.050zbMATH Open1123.91022OpenAlexW1993917232MaRDI QIDQ877641FDOQ877641
Publication date: 3 May 2007
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2005.11.050
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Cites Work
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- Multiple-criteria decision making. Concepts, techniques, and extensions. With the assistance of Yoon-Ro Lee and Antonie Stam
- The Theory of Statistical Decision
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Portfolio Selection: A Compromise Programming Solution
- Multiple criteria decision making combined with finance: a categorized bibliographic study.
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots
- Using investment portfolio return to combine forecasts: A multiobjective approach
- Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection
- A fuzzy goal programming approach to portfolio selection
- Portfolio selection on the Madrid Exchange: a compromise programming model
- Comparison of Alternative Utility Functions in Portfolio Selection Problems
- Approximating the optimum portfolio for an investor with particular preferences
- Monthly pattern and portfolio effect on higher moments of stock returns: Empirical evidence from Hong Kong
- Measuring efficiency by a single price system
Cited In (8)
- Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints
- Should you stop investing in a sinking fund when it is sinking?
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
- Objective comparisons of the optimal portfolios corresponding to different utility functions
- Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange
- Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas
- International portfolio choice and political instability risk: a multi-objective approach
- Financial portfolio management through the goal programming model: current state-of-the-art
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