On the increasing importance of multiple criteria decision aid methods for portfolio selection
Year of publication: |
2018
|
---|---|
Authors: | Aouni, Belaïd ; Doumpos, Michalis ; Pérez-Gladish, Blanca ; Steuer, Ralph E. |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 69.2018, 10, p. 1525-1542
|
Subject: | Multiple criteria decision aid | multi-objective programming | portfolio selection | security selection | portfolio optimisation | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Mathematische Optimierung | Mathematical programming |
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