In this article we attempt to expand the limited framework of single-objective optimization and broaden Markowitz's market standard, within which the portfolio selection problem is conventionally confronted. The typical theory's fundamental principle is that investment decisions are generally...

Our purpose in this paper is to depart from the intrinsic pathology of the typical mean-variance formalism, due to both the restriction of its assumptions and difficulty of implementation. We manage to co-assess a set of sophisticated real-world non-convex investment policy limitations, such as...

The massive explosion of literature, theory, and methods on all aspects of decision-analytics, machine learning and artificial intelligence, over the past 20 or so years has brought a rapid specialization in each of the substrata of the fields that are using them. The sharp focus on empirical...

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...

This article focuses on inferring critical comparative conclusions as far as the application of both linear and non-linear risk measures in non-convex portfolio optimization problems. We seek to co-assess a set of sophisticated real-world non-convex investment policy limitations, such as...