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Multiple criteria linear programming model for portfolio selection

✍ Scribed by Włodzimierz Ogryczak

Book ID
110380440
Publisher
Springer US
Year
2000
Tongue
English
Weight
153 KB
Volume
97
Category
Article
ISSN
0254-5330

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📜 SIMILAR VOLUMES

A formulation of portfolio selection pro
A formulation of portfolio selection problem with multiple criteria
✍ Marina V. Polyashuk 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 156 KB

## Abstract Portfolio‐type problems arise in many decision‐making situations. In this paper, we consider these problems in the context of multiple criteria model that takes into account two types of criteria, which are used in decision maker's preferences: criteria of the first type are used to cha