On the increasing importance of multiple criteria decision aid methods for portfolio selection-Reference-Cited by-同舟云学术

On the increasing importance of multiple criteria decision aid methods for portfolio selection

Published:2018-06-11 Issue:10 Volume:69 Page:1525-1542
ISSN:0160-5682
Container-title:Journal of the Operational Research Society
language:en
Short-container-title:Journal of the Operational Research Society

Author:

Aouni Belaid¹,Doumpos Michalis²,Pérez-Gladish Blanca³,Steuer Ralph E.⁴

Affiliation:

1. College of Business and Economics, Qatar University, Doha, Qatar

2. School of Production Engineering and Management, Financial Engineering Laboratory, Technical University of Crete, University Campus, Chania, Greece

3. Faculty of Economics and Business, Department of Quantitative Economics, University of Oviedo, Asturias, Spain

4. Department of Finance, University of Georgia, Athens, GA, USA

Publisher

Informa UK Limited

Subject

Marketing,Management Science and Operations Research,Strategy and Management,Management Information Systems

Link

https://www.tandfonline.com/doi/pdf/10.1080/01605682.2018.1475118

Reference140 articles.

1. Multi-objective stochastic programming for portfolio selection

2. A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market

3. Decision making in stock trading: An application of PROMETHEE

4. Using linear and goal programming to immunize bond portfolios

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