Portfolio selection: should investors include crypto‐assets? A multiobjective approach

DOI10.1111/itor.13203OpenAlexW4292975538MaRDI QIDQ6080001

Unnamed Author, Unnamed Author, Fouad Ben Abdelaziz, Unnamed Author

Publication date: 29 September 2023

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/itor.13203

zbMATH Keywords

goal programmingdiversificationportfolio selectionbi-objective optimizationcrypto-assets

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

• Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
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• An MCDM approach to portfolio optimization.
• Portfolio selection problem with interval coefficients
• Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
• A portfolio optimization model with three objectives and discrete variables
• Is Regime Switching in Stock Returns Important in Portfolio Decisions?
• Portfolio selection on the Madrid Exchange: a compromise programming model
• A multiple objective stochastic portfolio selection problem with random Beta
• Selecting the best risk measure in multiobjective cash management
• Goal programming with extended factors for portfolio selection

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