Our purpose in this paper is to develop an integrated multicriteria evaluation methodology for assessing the impact of COVID-19 in the 27 countries of the European Union. Initially, a specialized and comprehensive set of normalized criteria metrics that capture several dimensions of the...

We consider the practical issue - how an investor incorporates multidimensional risks from factor models directly into portfolio selection, and formulate the issue by multiple objective portfolio selection. Then we analytically derive efficient surfaces in multiple objective portfolio selection...