Multicriteria portfolio management

DOI10.1007/978-1-4614-3670-6zbMath1283.91002OpenAlexW136156094MaRDI QIDQ409077

Theodore Krintas, John Psarras, Constantin Zopounidis, George Mavrotas, Panos Xidonas

Publication date: 12 April 2012

Published in: Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-3670-6

zbMATH Keywords

multiobjective mathematical programmingdecision support systemPareto optimal solutionsportfolio optimizationstock selection\(\varepsilon\)-constrained methodapplied portfolio managementELECTRE III methodmodern portfolio theorymulticriteria portfolio managementportfolio performance evaluation

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Multi-objective and goal programming (90C29) Management decision making, including multiple objectives (90B50) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)

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