Pages that link to "Item:Q877641"
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The following pages link to Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641):
Displaying 11 items.
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
- Should you stop investing in a sinking fund when it is sinking? (Q992638) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory (Q2379322) (← links)
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
- Financial portfolio management through the goal programming model: current state-of-the-art (Q2514725) (← links)
- International portfolio choice and political instability risk: a multi-objective approach (Q2514726) (← links)
- Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange (Q2673301) (← links)
- A multiple criteria decision-making approach for the selection of stocks (Q4929853) (← links)
- Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas (Q6160196) (← links)
- Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints (Q6573347) (← links)
