Preference programming for robust portfolio modeling and project selection
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Publication:877643
DOI10.1016/J.EJOR.2005.12.041zbMATH Open1123.90327OpenAlexW2128025816MaRDI QIDQ877643FDOQ877643
Juuso Liesiö, Pekka Mild, Ahti Salo
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.2005.12.041
robustnessportfolio optimizationincomplete informationproject selectionmultiple criteria decision analysisinvestment appraisal
Management decision making, including multiple objectives (90B50) Multi-objective and goal programming (90C29)
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