On the construction of mutual fund portfolios: a multicriteria methodology and an application to the Greek market of equity mutual funds

DOI10.1016/j.ejor.2003.10.022zbMath1065.91521OpenAlexW2081196307MaRDI QIDQ706894

D. Kharzeev

Publication date: 9 February 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2003.10.022

zbMATH Keywords

Goal programmingMultiple criteria analysisMutual fundsUTADIS method

Mathematics Subject Classification ID

Decision theory (91B06) Multi-objective and goal programming (90C29)

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Uses Software

• PariTOP

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