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Portfolio Selection in the Presence of Multiple Criteria
16 references·4 citing·30 second hop
Portfolio Selection in the Presence of Multiple Criteria (2008)Portfolio Selection in the Presence of Mu…Theory of games and economic behavior (2019)Theory of games and economic …The Econometrics of Financial Markets (2012)The Econometrics of Financial…Stochastic Programming (2010)Stochastic ProgrammingMultiple Criteria Decision Analysis: State of the Art Surveys (2005)Multiple Criteria Decision An…Multiple criteria decision making combined with finance: A categorized bibliographic study (2003)Multiple criteria decision ma…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Portfolio selection and skewness: Evidence from international stock markets (1997)Portfolio selection and skewn…Stochastic Programming (1995)Stochastic ProgrammingMean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…Decision making for leaders (1985)Decision making for leadersLarge-Scale Portfolio Optimization (1984)Large-Scale Portfolio Optimiz…Decision making for leaders (1984)Decision making for leadersModern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Safety First and the Holding of Assets (1952)Safety First and the Holding …Portfolio Selection (1952)Portfolio SelectionTheory of Games and Economic Behavior (1946)Theory of Games and Economic …Theory of social returns in portfolio choice with application to microfinance (2012)Theory of social returns in p…Multicriteria Portfolio Management (2012)Multicriteria Portfolio Manag…Expected value multiobjective portfolio rebalancing model with fuzzy parameters (2012)Expected value multiobjective…Equity portfolio management within the MCDM frame: a literature review (2009)Equity portfolio management w…An analysis of production as an efficient combination of activities (1951)The Principles of Morals and Legislation (1988)PROMETHEE: A comprehensive literature review on methodologies and applications (2009)Multi-criteria decision analysis in environmental sciences: Ten years of applications and trends (2011)A state-of the-art survey of TOPSIS applications (2012)Chance-Constrained Programming (1959)Robust solutions of uncertain linear programs (1999)On the Measurement of Poverty (1987)An Engine, Not a Camera (2006)Bank activity and funding strategies: The impact on risk and returns☆ (2010)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility (1980)Development of prosocial, individualistic, and competitive orientations: Theory and preliminary evidence. (1997)Political Choice in Britain (2004)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Non-cooperative games (1989)Optimization under uncertainty: state-of-the-art and opportunities (2003)Adjustable robust solutions of uncertain linear programs (2004)Lectures on Stochastic Programming: Modeling and Theory (2009)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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References

  • 2019Theory of games and economic behavior16,630 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1952Portfolio Selection4,609 cited
  • 2005Multiple Criteria Decision Analysis: State of the Art Surveys4,500 cited
  • 1946Theory of Games and Economic Behavior3,280 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1952Safety First and the Holding of Assets2,537 cited
  • 2010Stochastic Programming2,228 cited
  • 1995Stochastic Programming1,539 cited
  • 1985Decision making for leaders1,341 cited
  • 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited
  • 1984Decision making for leaders469 cited
  • 1984Large-Scale Portfolio Optimization416 cited
  • 2003Multiple criteria decision making combined with finance: A categorized bibliographic study392 cited
  • 1997Portfolio selection and skewness: Evidence from international stock markets384 cited

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  • 2012Expected value multiobjective portfolio rebalancing model with fuzzy parameters58 cited
  • 2012Theory of social returns in portfolio choice with application to microfinance51 cited
  • 2012Multicriteria Portfolio Management45 cited
  • 2009Equity portfolio management within the MCDM frame: a literature review42 cited