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On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization

Fakhar, Majid; Mahyarinia, Mohammad Reza; Zafarani, Jafar - In: European journal of operational research : EJOR 265 (2018) 1, pp. 39-48

Persistent link: https://www.econbiz.de/10011805297

Analyzing the performance of a two-tail-measures-utility multi-objective portfolio optimization model

Mamanis, Georgios - In: Operations research forum 2 (2021) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10012663076

Evolutionary multi-objective optimisation for large-scale portfolio selection with both random and uncertain returns

Liu, Weilong; Zhang, Yong; Liu, Kailong; Quinn, Barry; … - 2023

With the advent of Big Data, managing large-scale portfolios of thousands of securities is one of the most challenging tasks in the asset management industry. This study uses an evolutionary multi objective technique to solve large-scale portfolio optimisation problems with both long-term listed...

Persistent link: https://www.econbiz.de/10014326003

Interactive Nonconvex Pareto Navigator for multiobjective optimization

Hartikainen, Markus; Miettinen, Kaisa; Klamroth, Kathrin - In: European journal of operational research : EJOR 275 (2019) 1, pp. 238-251

Persistent link: https://www.econbiz.de/10011993255

Dominance-based rough set approach for group decisions

Chakhar, Salem; Ishizaka, Alessio; Labib, Ashraf; Saad, … - In: European journal of operational research : EJOR 251 (2016) 1, pp. 206-224

Persistent link: https://www.econbiz.de/10011446267

Probabilistic linguistic multi-criteria decision-making based on evidential reasoning and combined ranking methods considering decision-makers' psychological preferences

Tian, Zhang-Peng; Nie, Ru-Xin; Wang, Jian-Qiang - In: Journal of the Operational Research Society 71 (2020) 5, pp. 700-717

Persistent link: https://www.econbiz.de/10012216747

Value of agreement in decision analysis : concept, measures and application

Pape, Tom - In: Computers & operations research : and their … 80 (2017), pp. 82-93

Persistent link: https://www.econbiz.de/10011645277

Robust ordinal regression and stochastic multiobjective acceptability analysis in multiple criteria hierarchy process for the Choquet integral preference model

Angilella, Silvia; Corrente, Salvatore; Greco, Salvatore; … - In: Omega : the international journal of management science 63 (2016), pp. 154-169

Persistent link: https://www.econbiz.de/10011527483

Induction of ordinal classification rules from decision tables with unknown monotonicity

Wang, Hailiang; Zhou, Mingtian; She, Kun - In: European journal of operational research : EJOR 242 (2015) 1, pp. 172-181

Persistent link: https://www.econbiz.de/10010488022

MUSA-INT : multicriteria customer satisfaction analysis with interacting criteria

Angilella, Silvia; Corrente, Salvatore; Greco, Salvatore; … - In: Omega : the international journal of management science 42 (2014), pp. 189-200

Persistent link: https://www.econbiz.de/10010205833