Zopounidis, C; Despotis, D K; Kamaratou, I - In: Computational Economics 11 (1998) 3, pp. 189-204
The ADELAIS (Aide a la DEcision pour systemes Lineaires multicriteres par AIde a la Structuration des preferences), multiobjective linear programming system is proposed as a decision tool for the selection of stock portfolios. A portfolio selection model is developed and applied to a set of...