Pages that link to "Item:Q4432702"
From MaRDI portal
The following pages link to Multi‐criteria decision aid in financial decision making: methodologies and literature review (Q4432702):
Displaying 33 items.
- ELECTRE: A comprehensive literature review on methodologies and applications (Q322390) (← links)
- IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection (Q531474) (← links)
- A new approach to multi-criteria sorting based on fuzzy outranking relations: the THESEUS method (Q545116) (← 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)
- Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
- A confidence voting process for ranking problems based on support vector machines (Q1026549) (← links)
- Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach (Q1615957) (← links)
- A multi-stage multi criteria model for portfolio management (Q1639892) (← links)
- ELECTRE TRI-nB: a new multiple criteria ordinal classification method (Q1695030) (← links)
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
- A PROMETHEE-based approach to portfolio selection problems (Q1762073) (← links)
- Incoherence measures and relations between coherence conditions for pairwise comparisons (Q2026529) (← links)
- Multi-criteria optimization in regression (Q2070684) (← links)
- Operational research and artificial intelligence methods in banking (Q2106712) (← links)
- Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← links)
- A novel methodology for perception-based portfolio management (Q2171342) (← links)
- Electre Tri-C: A multiple criteria sorting method based on characteristic reference actions (Q2267662) (← links)
- Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
- On constructing expert Betas for single-index model (Q2371378) (← links)
- PROMETHEE: a comprehensive literature review on methodologies and applications (Q2379545) (← links)
- Analysis of the effectiveness of the theseus multi-criteria sorting method: theoretical remarks and experimental evidence (Q2408521) (← links)
- Robust multiobjective optimization \& applications in portfolio optimization (Q2514713) (← 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)
- An integrated approach for stock evaluation and portfolio optimization (Q2903132) (← links)
- The detection of earnings manipulation: the three-phase cutting plane algorithm using mathematical programming (Q3065528) (← links)
- Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach (Q3066930) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
- Geometric compromise programming: application in portfolio selection (Q6079996) (← links)
- Multicriteria security evaluation: does it cost to be traditional? (Q6115570) (← links)
- Multi-Attribute Portfolio Selection: New Perspectives (Q6160188) (← links)
- Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market (Q6160425) (← links)