Constrained Multicriteria Sorting Method Applied to Portfolio Selection

DOI10.1007/978-3-642-24873-3_25zbMath1233.90288OpenAlexW1536649295MaRDI QIDQ3095313

Olivier Cailloux, Jun Zheng, Vincent Mousseau

Publication date: 28 October 2011

Published in: Algorithmic Decision Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-24873-3_25

zbMATH Keywords

portfolio selectionpreference elicitationmulticriteria decision aiding

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Multi-objective and goal programming (90C29) Portfolio theory (91G10)

Related Items (4)

An interactive algorithm for multiple criteria constrained sorting problem ⋮ Post factum analysis for robust multiple criteria ranking and sorting ⋮ Interactive portfolio selection involving multicriteria sorting models ⋮ A bicriteria approach identifying nondominated portfolios

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