A multi-stage multi criteria model for portfolio management

DOI10.1007/s13369-014-0987-9zbMath1390.90490OpenAlexW2075451411MaRDI QIDQ1639892

Alireza Aliahmadi, Abdollah Arasteh, Mohammad Mohammadpour Omran

Publication date: 13 June 2018

Published in: Arabian Journal for Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13369-014-0987-9

zbMATH Keywords

fuzzy setsinvestment analysisgoal programmingreal optionsportfolio managementmulti criteria decision making (MCDM)

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

Related Items (1)

Multiobjective efficient portfolio selection with bounded parameters

Uses Software

• IPSSIS

Cites Work

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