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ArticleMulti-attribute decision making applied to financial portfolio optimization problem

Gustavo H.M. Mendonça2020

Article2020

Multi-attribute decision making applied to financial portfolio optimization problem

Gustavo H.M. Mendonça · Fernando G. D. C. Ferreira · Rodrigo T. N. Cardoso · Flávio Vinícius Cruzeiro Martins

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

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Risk and Portfolio Optimization Multi-Criteria Decision Making Advanced Multi-Objective Optimization Algorithms

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References

1952PORTFOLIO SELECTION*1994Decisions with Multiple Objectives: Preferences and Value Tradeoffs.1938A NEW MEASURE OF RANK CORRELATION 2000Optimization of conditional value-at-risk 1979Decisions with Multiple Objectives: Preferences and Value Trade-Offs 1981A comparison of weight approximation techniques in multiattribute utility decision making 2008Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm 2006Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection

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2021A probabilistic linguistic dominance score method considering individual semantics and psychological behavior of decision makers 2021A personalized individual semantics-based multi-attribute group decision making approach with flexible linguistic expression 2020Analysis of new approaches used in portfolio optimization: a systematic literature review

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Details

Year2020

Typearticle

Published2020-05-11

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations47

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.eswa.2020.113527

openalex_workW3023632503

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