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Portfolio allocation with the TODIM method
16 references·7 citing·47 second hop
Portfolio allocation with the TODIM method (2019)Portfolio allocation with the TODIM methodDeep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Deep learning networks for st…Computational Intelligence and Financial Markets: A Survey and Future Directions (2016)Computational Intelligence an…An Analysis of Multi-Criteria Decision Making Methods (2013)An Analysis of Multi-Criteria…60 Years of portfolio optimization: Practical challenges and current trends (2013)60 Years of portfolio optimiz…Robust Portfolio Optimization and Management (2007)Robust Portfolio Optimization…Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Optimal Versus Naive Diversif…An application of the TODIM method to the multicriteria rental evaluation of residential properties (2007)An application of the TODIM m…Honey, I Shrunk the Sample Covariance Matrix (2004)Honey, I Shrunk the Sample Co…Multiple criteria decision making combined with finance: A categorized bibliographic study (2003)Multiple criteria decision ma…Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Improved estimation of the co…Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Asset Allocation (1991)Asset AllocationProspect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Performance Hypothesis Testin…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Multi-criteria assessment of climate change due to green house effect based on Sugeno Weber model under spherical fuzzy Z-numbers (2024)Multi-criteria assessment of …Determining the financial performance of the firms in the Borsa Istanbul sustainability index: integrating multi criteria decision making methods with simulation (2024)Determining the financial per…Evaluation of emergency evacuation capacity of urban metro stations based on combined weights and TOPSIS-GRA method in intuitive fuzzy environment (2023)Evaluation of emergency evacu…Key Challenges to Sustainable Humanitarian Supply Chains: Lessons from the COVID-19 Pandemic (2021)Key Challenges to Sustainable…Extended CPT-TODIM method for interval-valued intuitionistic fuzzy MAGDM and its application to urban ecological risk assessment (2020)Extended CPT-TODIM method for…Evaluating strategies for implementing industry 4.0: a hybrid expert oriented approach of BWM and interval valued intuitionistic fuzzy TODIM (2020)Evaluating strategies for imp…A novel entropy and divergence measures with multi-criteria service quality assessment using interval-valued intuitionistic fuzzy TODIM method (2020)A novel entropy and divergenc…An Empirical Evaluation of Accounting Income Numbers (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)International Portfolio Diversification with Estimation Risk (1985)Construct validity of an objective (entropy) categorical measure of diversification strategy (1993)CORPORATE DIVESTITURE INTENSITY IN RESTRUCTURING FIRMS: EFFECTS OF GOVERNANCE, STRATEGY, AND PERFORMANCE. (1994)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Modern Portfolio Theory and Investment Analysis. (1982)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Heuristics for cardinality constrained portfolio optimisation (2000)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Robust performance hypothesis testing with the Sharpe ratio (2008)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)The arbitrage theory of capital asset pricing (1976)Industry costs of equity (1997)Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH (2001)International Stock Return Comovements (2005)High dimensional covariance matrix estimation using a factor model (2008)The analytic hierarchy process : planning, priority setting, resource allocation (1980)Fuzzy sets (1996)Decision making with the analytic hierarchy process (2008)Green supplier selection using fuzzy group decision making methods: A case study from the agri-food industry (2016)Fuzzy best-worst multi-criteria decision-making method and its applications (2017)Multi-Criteria Decision Making (MCDM) Methods and Concepts (2023)Does the Stock Market Overreact? (1985)Hierarchical structure in financial markets (1999)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)A systematic review of fundamental and technical analysis of stock market predictions (2019)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Applications of deep learning in stock market prediction: Recent progress (2021)Portfolio Selection (1952)A Simplified Model for Portfolio Analysis (1963)Chapter 4 Forecast Combinations (2006)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Advances in prospect theory: Cumulative representation of uncertainty (1992)Conditional value-at-risk for general loss distributions (2002)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?3,193 cited
  • 2003Improved estimation of the covariance matrix of stock returns with an application to portfolio selection1,634 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 2013An Analysis of Multi-Criteria Decision Making Methods1,337 cited
  • 2004Honey, I Shrunk the Sample Covariance Matrix1,276 cited
  • 1981Performance Hypothesis Testing with the Sharpe and Treynor Measures860 cited
  • 2017Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies833 cited
  • 201360 Years of portfolio optimization: Practical challenges and current trends633 cited
  • 2016Computational Intelligence and Financial Markets: A Survey and Future Directions592 cited
  • 1991Asset Allocation496 cited
  • 2007An application of the TODIM method to the multicriteria rental evaluation of residential properties410 cited
  • 2007

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Robust Portfolio Optimization and Management
402 cited
  • 2003Multiple criteria decision making combined with finance: A categorized bibliographic study392 cited
  • Cited by

    • 2024Multi-criteria assessment of climate change due to green house effect based on Sugeno Weber model under spherical fuzzy Z-numbers55 cited
    • 2021Key Challenges to Sustainable Humanitarian Supply Chains: Lessons from the COVID-19 Pandemic54 cited
    • 2020Extended CPT-TODIM method for interval-valued intuitionistic fuzzy MAGDM and its application to urban ecological risk assessment53 cited
    • 2020A novel entropy and divergence measures with multi-criteria service quality assessment using interval-valued intuitionistic fuzzy TODIM method51 cited
    • 2024Determining the financial performance of the firms in the Borsa Istanbul sustainability index: integrating multi criteria decision making methods with simulation51 cited
    • 2020Evaluating strategies for implementing industry 4.0: a hybrid expert oriented approach of BWM and interval valued intuitionistic fuzzy TODIM47 cited
    • 2023Evaluation of emergency evacuation capacity of urban metro stations based on combined weights and TOPSIS-GRA method in intuitive fuzzy environment42 cited