Portfolio Selection Using the Idea of Reference Solution

Author:

Dominiak Cezary

Publisher

Springer Berlin Heidelberg

Reference9 articles.

1. Konarzewska-Gubala, E.: BIPOLAR: Multiple Criteria Decision Aid using Bipolar Reference System. LAMSADE 56, Universite Paris-Dauphine (1989).

2. Lee, S.M., Lerro, A.J.: Optimising the Portfolio Selection for Mutual Funds. Journal of Finance 5 (1973) pp. 1087–1101.

3. Markowitz, H.M.: Portfolio Selection. Willey, New York 1959.

4. Michalowski, W., Jog V.: An Interactive Procedure for Learning About Preferences: Case Study of a Portfolio Manager. Journal of Multicriteria Decision Analysis 3 (1994) pp. 27–40.

5. Reingunum M.: The Anatomy of a Stock Market Winner. Financial Analysts Journal 2 (1988) pp. 17–28.

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