Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market
From MaRDI portal
Publication:6160425
DOI10.3138/infor.52.3.126WikidataQ57608386 ScholiaQ57608386MaRDI QIDQ6160425
No author found.
Publication date: 9 May 2023
Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Synthetic indicators of mutual funds' environmental responsibility: an application of the reference point method
- Multicriteria decision systems for financial problems
- A stochastic programming approach to multicriteria portfolio optimization
- Portfolio rebalancing model using multiple criteria
- Global formulation for interactive multiobjective optimization
- Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
- On the construction of mutual fund portfolios: a multicriteria methodology and an application to the Greek market of equity mutual funds
- Multi-objective stochastic programming for portfolio selection
- Multiobjective optimization. Interactive and evolutionary approaches
- Portfolio selection in multidimensional general and partial moment space
- Portfolio management within the frame of multiobjective mathematical programming: a categorised bibliographic study
- Nonlinear multiobjective optimization
- Multiple criteria decision making combined with finance: a categorized bibliographic study.
- A framework for managing a portfolio of socially responsible investments.
- Multiple criteria linear programming model for portfolio selection
- On the computation of the efficient frontier of the portfolio selection problem
- Safety first portfolio choice based on financial and sustainability returns
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- On selecting portfolio of international mutual funds using goal programming with extended factors
- Conditional value at risk and related linear programming models for portfolio optimization
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
- Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
- Financial portfolio management through the goal programming model: current state-of-the-art
- Multi‐criteria decision aid in financial decision making: methodologies and literature review
- Interactive bundle-based method for nondifferentiable multiobjeective optimization: nimbus§
- Mean-risk models using two risk measures: a multi-objective approach
- Multi-Attribute Portfolio Selection: New Perspectives
This page was built for publication: Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market
