Portfolio selection: should investors include crypto‐assets? A multiobjective approach-Reference-Cited by-同舟云学术

Portfolio selection: should investors include crypto‐assets? A multiobjective approach

Published:2022-08-22 Issue:5 Volume:30 Page:2620-2639
ISSN:0969-6016
Container-title:International Transactions in Operational Research
language:en
Short-container-title:Int Trans Operational Res

Author:

Youssef Meriem¹²³^ORCID,Naoua Bouthaina Ben³,Abdelaziz Fouad Ben⁴,Chibane Messaoud⁴^ORCID

Affiliation:

1. Department of Economics and Quantitative Methods Higher Institute of Finance and Taxation (ISFF) University of Sousse Sousse Tunisia

2. Logistics and Innovation Technology Research Center IHE Paris France

3. University of Sousse LaREMFiQ ‐ IHEC P.B. 40 ‐ Route de la ceinture, Sahloul III, Sousse 4054 Tunisia

4. Neoma Business School Mont‐Saint‐Aignan France

Publisher

Wiley

Subject

Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management,Computer Science Applications,Business and International Management

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/itor.13203

Reference42 articles.

1. Multi-objective stochastic programming for portfolio selection

2. A multiple objective stochastic portfolio selection problem with random Beta

3. Bitcoin and Portfolio Diversification: Evidence from India

4. A portfolio optimization model with three objectives and discrete variables

5. A new method for decision making in multi-objective optimization problems

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