Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges-Reference-Cited by-同舟云学术

Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges

Published:2007-09 Issue:3 Volume:181 Page:1476-1487
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Ballestero E.,Günther M.,Pla-Santamaria D.,Stummer C.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference38 articles.

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3. Approximating the optimum portfolio for an investor with particular preferences;Ballestero;Journal of the Operational Research Society,1998

4. Measuring efficiency by a single weight system;Ballestero;European Journal of Operational Research,1999

5. Strict uncertainty: A criterion for moderately pessimistic decision makers;Ballestero;Decision Sciences,2002

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