A benefit-to-cost ratio based approach for portfolio selection under multiple criteria with incomplete preference information

DOI10.1016/j.ins.2020.08.119zbMath1479.91082OpenAlexW3085951899MaRDI QIDQ2054043

Petr Ya. Ekel, Adiel Teixeira de Almeida, Eduarda Asfora Frej

Publication date: 30 November 2021

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2020.08.119

zbMATH Keywords

incomplete informationportfolio selectioncriteria scaling constantsmulticriteria decision-making/aiding (MCDM/A)preferences elicitationprojects prioritization

Mathematics Subject Classification ID

Decision theory (91B06) Management decision making, including multiple objectives (90B50)

Related Items (4)

The use of the success‐based decision rule to support the holistic evaluation process in FITradeoff ⋮ Online multi-criteria portfolio analysis through compromise programming models built on the underlying principles of fuzzy outranking ⋮ Combining holistic and decomposition paradigms in preference modeling with the flexibility of FITradeoff ⋮ A Study on Portfolio Selection Based on Fuzzy Linear Programming

Uses Software

• ComPAIRS
• PRIME Decisions
• PROBE
• RICH Decisions
• FITradeoff

Cites Work

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