Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Multi-attribute decision making applied to financial portfolio optimization problem

13 references·3 citing·36 second hop

FromToDepth

this work references cited by second hop

References

1952PORTFOLIO SELECTION*13,480 cited
1994Decisions with Multiple Objectives: Preferences and Value Tradeoffs.8,369 cited
1938A NEW MEASURE OF RANK CORRELATION7,315 cited
2000Optimization of conditional value-at-risk6,711 cited
1979Decisions with Multiple Objectives: Preferences and Value Trade-Offs1,784 cited
1981A comparison of weight approximation techniques in multiattribute utility decision making474 cited
2008Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm224 cited
2006Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection176 cited
2015Linear and Mixed Integer Programming for Portfolio Optimization84 cited
2019Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures79 cited
1988An Application of a Multicriteria Approach to Portfolio Comparisons73 cited
2013Multicriteria decision systems for financial problems66 cited
2019A multi-objective evolutionary algorithm for a class of mean-variance portfolio selection problems51 cited

Cited by

2021A probabilistic linguistic dominance score method considering individual semantics and psychological behavior of decision makers

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

41 cited

2021A personalized individual semantics-based multi-attribute group decision making approach with flexible linguistic expression37 cited

2020Analysis of new approaches used in portfolio optimization: a systematic literature review36 cited