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Portfolio selection
Multi-criteria analysis
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Steuer, Ralph E.
9
Zopounidis, Constantin
9
Liesiö, Juuso
7
Mavrotas, George
7
Psarras, John
6
Pérez-Gladish, Blanca
6
Xidonas, Panagiotis
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Arenas-Parra, Mar
5
Ben Abdelaziz, Fouad
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Agarwal, Saurabh
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Al-Shammari, Minwir
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Allen, David E.
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Aouni, Belaïd
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Salo, Ahti A.
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Singh, Abhay Kumar
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Xidonas, Panos
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Bravo, Mila
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La Torre, Davide
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Masri, Hatem
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3
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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Multiple criteria decision making in finance, insurance and investment
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International journal of logistics systems and management
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2
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2
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2
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Multiobjective programming and goal programming : theoretical results and practical applications
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Multiple criteria decision analysis ; Volume 2
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Opsearch : journal of the Operational Research Society of India
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ECONIS (ZBW)
275
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1
Multiobjective portfolio optimization : forecasting and evaluation under investment horizon heterogeneity
Dai, Xingyu
;
Zhang, Dongna
;
Lau, Chi Keung
;
Wang, Qunwei
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2167-2196
Persistent link: https://www.econbiz.de/10014432869
Saved in:
2
Structuring multi-criteria portfolio analysis models
Montibeller, Gilberto
;
Franco, L. Alberto
;
Lord, Ewan
; …
-
2008
Persistent link: https://www.econbiz.de/10003637416
Saved in:
3
Portfolio selection in the presence of multiple criteria
Steuer, Ralph E.
;
Qi, Yue
;
Hirschberger, Markus
- In:
Handbook of financial engineering
,
(pp. 3-24)
.
2008
Persistent link: https://www.econbiz.de/10003753587
Saved in:
4
Portfolio optimization : new capabilities and future methods
Steuer, Ralph E.
;
Qi, Yue
;
Hirschberger, Markus
- In:
Journal of business economics : JBE
76
(
2006
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10003287138
Saved in:
5
Equity portfolio management within the MCDM frame : a literature review
Xidonas, Panagiotis
;
Psarras, John
- In:
International journal of banking, accounting and finance
1
(
2008
)
3
,
pp. 285-309
Persistent link: https://www.econbiz.de/10003838069
Saved in:
6
Stock screening with use of multiple criteria decision making and optimization
Sevastjanov, Pavel
;
Dymova, Ludmila
- In:
Omega : the international journal of management science
37
(
2009
)
3
,
pp. 659-671
Persistent link: https://www.econbiz.de/10003795905
Saved in:
7
Multiple objectives in portfolio construction
Xidonas, Panagiotis
;
Mavrotas, George
;
Askounis, Dimitrios
- In:
American journal of finance and accounting
1
(
2008/09
)
3
,
pp. 239-255
Persistent link: https://www.econbiz.de/10003861960
Saved in:
8
Modeling asset allocation for banks : a goal programming approach
Viswanathan, P. K.
;
Balasubramanian, G.
- In:
Praj̄nȧn : journal of social and management sciences
36
(
2007/08
)
1
,
pp. 7-30
Persistent link: https://www.econbiz.de/10003891468
Saved in:
9
Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
Branke, Jürgen
;
Scheckenbach, B.
;
Stein, Michael
;
Deb, K.
- In:
European journal of operational research : EJOR
199
(
2009
)
3
,
pp. 684-693
Persistent link: https://www.econbiz.de/10003900045
Saved in:
10
Structuring resource allocation decision : a framework for building multi-criteria portfolio models with area-grouped options
Montibeller, Gilberto
;
Franco, L. Alberto
;
Lord, Ewan
; …
- In:
European journal of operational research : EJOR
199
(
2009
)
3
,
pp. 846-856
Persistent link: https://www.econbiz.de/10003900527
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