A PROMETHEE-based approach to portfolio selection problems
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Publication:1762073
DOI10.1016/j.cor.2011.06.019zbMath1251.91077OpenAlexW1983616527MaRDI QIDQ1762073
Rudolf Vetschera, Adiel Teixeira de Almeida
Publication date: 15 November 2012
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2011.06.019
Related Items (12)
Expressiveness and robustness measures for the evaluation of an additive value function in multiple criteria preference disaggregation methods: an experimental analysis ⋮ Preference modeling experiments with surrogate weighting procedures for the PROMETHEE method ⋮ Revised PROMETHEE algorithm with reference values ⋮ Improving portfolio liquidity ⋮ A note on scale transformations in the PROMETHEE V method ⋮ Some new results on value ranges of risks for mean-variance portfolio models ⋮ SHAPLEY FUNCTION BASED INTERVAL-VALUED INTUITIONISTIC FUZZY VIKOR TECHNIQUE FOR CORRELATIVE MULTI-CRITERIA DECISION MAKING PROBLEMS ⋮ Portfolio decision analysis: recent developments and future prospects ⋮ A tribute to Rudolf vetschera ⋮ A benefit-to-cost ratio based approach for portfolio selection under multiple criteria with incomplete preference information ⋮ A hybrid grey based Kohonen model and biogeography-based optimization for project portfolio selection ⋮ RMCriteria: a decision making support system package for R
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