SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Portfolio allocation with the TODIM method · Study

ArticleShelves

ArticlePortfolio allocation with the TODIM method

Fatih Alali2019

Article2019

Portfolio allocation with the TODIM method

Fatih Alali · Abdullah Çağrı Tolga

78 citations·0/0 files stored·Expert Systems with Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Financial Markets and Investment Strategies Multi-Criteria Decision Making

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 78 citations exist upstream.

References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1952PORTFOLIO SELECTION*2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?2003Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market 2013An Analysis of Multi-Criteria Decision Making Methods 2004Honey, I Shrunk the Sample Covariance Matrix

Cited by

2024Multi-criteria assessment of climate change due to green house effect based on Sugeno Weber model under spherical fuzzy Z-numbers 2021Key Challenges to Sustainable Humanitarian Supply Chains: Lessons from the COVID-19 Pandemic 2020Extended CPT-TODIM method for interval-valued intuitionistic fuzzy MAGDM and its application to urban ecological risk assessment 2020A novel entropy and divergence measures with multi-criteria service quality assessment using interval-valued intuitionistic fuzzy TODIM method 2024

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2015Approaching Mean-Variance Efficiency for Large Portfoliosarticle · 6 shared references 2020Diversification and portfolio theory: a reviewreview · 6 shared references 2017The SMAA-TODIM approach: Modeling of preferences and a robustness analysis frameworkarticle · 6 shared references 2010Portfolio Choice Problemschapter · 5 shared references 2009Robust portfolios: contributions from operations research and financearticle · 5 shared references 2021A novel version of the TODIM method based on the exponential model of prospect theory: The ExpTODIM methodarticle · 5 shared references

Details

Year2019

Typearticle

Published2019-01-27

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations78

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1016/j.eswa.2019.01.054

openalex_workW2913743389

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Determining the financial performance of the firms in the Borsa Istanbul sustainability index: integrating multi criteria decision making methods with simulation

2020Evaluating strategies for implementing industry 4.0: a hybrid expert oriented approach of BWM and interval valued intuitionistic fuzzy TODIM

2023Evaluation of emergency evacuation capacity of urban metro stations based on combined weights and TOPSIS-GRA method in intuitive fuzzy environment