Pages that link to "Item:Q1406483"

The following pages link to Multiple criteria decision making combined with finance: a categorized bibliographic study. (Q1406483):

Displaying 50 items.

• A combined scalarizing method for multiobjective programming problems (Q299884) (← links)
• Trust region globalization strategy for the nonconvex unconstrained multiobjective optimization problem (Q312682) (← links)
• Multiple criteria decision aiding for finance: an updated bibliographic survey (Q319984) (← links)
• Multicriteria decision systems for financial problems (Q356508) (← links)
• Multicriteria variable selection for classification of production batches (Q439462) (← links)
• An integrated model of material supplier selection and order allocation using fuzzy extended AHP and multiobjective programming (Q460503) (← links)
• Solving multi-period project selection problems with fuzzy goal programming based on TOPSIS and a fuzzy preference relation (Q497650) (← links)
• Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
• IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection (Q531474) (← links)
• Portfolio rebalancing model using multiple criteria (Q621706) (← links)
• Financial networks with intermediation: risk management with variable weights (Q818078) (← links)
• A multicriteria methodology for equity selection using financial analysis (Q833537) (← links)
• Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
• Multi-objective stochastic programming for portfolio selection (Q857322) (← links)
• Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641) (← links)
• Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
• A systematic procedure to evaluate an automobile manufacturer-distributor partnership (Q976381) (← links)
• A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
• Tradeoff-based decomposition and decision-making in multiobjective programming (Q1042253) (← links)
• Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth (Q1615952) (← links)
• On outperforming social-screening-indexing by multiple-objective portfolio selection (Q1615971) (← links)
• A multi-stage multi criteria model for portfolio management (Q1639892) (← links)
• Use of the AHP methodology in system dynamics: modelling and simulation for health technology assessments to determine the correct prosthesis choice for hernia diseases (Q1642112) (← links)
• Structuring problems for multi-criteria decision analysis in practice: a literature review of method combinations (Q1695006) (← links)
• Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
• On analyzing and detecting multiple optima of portfolio optimization (Q1716944) (← links)
• Investment decisions and sensitivity analysis: NPV-consistency of rates of return (Q1754333) (← links)
• Multiple attribute decision making based on cross-evaluation with uncertain decision parameters (Q1793156) (← links)
• Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets (Q1983708) (← links)
• An integrated multi-objective framework for solving multi-period project selection problems (Q2018998) (← links)
• Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models (Q2150776) (← links)
• A multi-objective multi-period stochastic programming model for public debt management (Q2270312) (← links)
• A goal programming approach to estimating performance weights for ranking firms (Q2270443) (← links)
• Modeling of financial supply chain (Q2275599) (← links)
• Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
• An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339) (← links)
• A multiple stochastic goal programming approach for the agent portfolio selection problem (Q2404340) (← links)
• Inverse optimization for multi-objective linear programming (Q2414110) (← links)
• Finding the most preferred alliance structure between banks and insurance companies (Q2433485) (← links)
• INSDECM -- an interactive procedure for stochastic multicriteria decision problems (Q2433501) (← links)
• Financial networks with socially responsible investing (Q2438073) (← links)
• Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← links)
• Integrated analytic hierarchy process and its applications - A literature review (Q2462119) (← links)
• A multicriteria DSS for stock evaluation using fundamental analysis (Q2467290) (← links)
• A survey of recent developments in multiobjective optimization (Q2468335) (← links)
• Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
• Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• Financial portfolio management through the goal programming model: current state-of-the-art (Q2514725) (← links)
• Analytic hierarchy process: an overview of applications (Q2569093) (← links)