swMATH7158MaRDI QIDQ19211FDOQ19211
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Official website: http://www.sciencedirect.com/science/article/pii/S0377221710005886
Cited In (18)
- Multi-criteria optimal stopping methods applied to the portfolio optimisation problem
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice
- Two-stage financial risk tolerance assessment using data envelopment analysis
- A multi-stage multi criteria model for portfolio management
- Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints
- Multicriteria decision systems for financial problems
- Multicriteria portfolio construction with Python
- Multi-objective optimization using statistical models
- MADM
- PROBE
- ADELAIS
- Integrated business continuity and disaster recovery planning: towards organizational resilience
- Fuzzy portfolio selection model with real features and different decision behaviors
- An interactive approach to stochastic programming-based portfolio optimization
- Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence
- On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH
- Stock portfolio selection hybridizing fuzzy base-criterion method and evidence theory in triangular fuzzy environment
- Twenty years of linear programming based portfolio optimization
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