✦ LIBER ✦

Two-step multi-criteria model for selecting optimal portfolio

✍ Scribed by Branka Marasović; Zoran Babić

Book ID: 113655290
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 459 KB
Volume: 134
Category: Article
ISSN: 0925-5273
DOI: 10.1016/j.ijpe.2011.04.026

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Fuzzy multi-period portfolio selection o

Fuzzy multi-period portfolio selection optimization models using multiple criteria

✍ Yong-Jun Liu; Wei-Guo Zhang; Wei-Jun Xu 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 383 KB

Development of multi-criteria decision m

Development of multi-criteria decision making model for remanufacturing technology portfolio selection

✍ Zhigang Jiang; Hua Zhang; John W. Sutherland 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 302 KB

Multiple criteria linear programming mod

Multiple criteria linear programming model for portfolio selection

✍ Włodzimierz Ogryczak 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 153 KB

A Two-Step Capital Variation Model: Opti

A Two-Step Capital Variation Model: Optimization by Different Statistical Criteria

✍ B. V. Vishnyakov; A. I. Kibzun 📂 Article 📅 2005 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 269 KB

Optimal Portfolio Selection Using the Ge

Optimal Portfolio Selection Using the General Multi-Index Model: A Stable Paretian Framework

✍ Trevor W. Chamberlain; C. Sherman Cheung; Clarence C.Y. Kwan 📂 Article 📅 1990 🏛 Decision Sciences Institute, Georgia State Univers 🌐 English ⚖ 448 KB

Multi-objective possibilistic model for

Multi-objective possibilistic model for portfolio selection with transaction cost

✍ P. Jana; T.K. Roy; S.K. Mazumder 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 508 KB

In this paper, we introduce the possibilistic mean value and variance of continuous distribution, rather than probability distributions. We propose a multi-objective Portfolio based model and added another entropy objective function to generate a well diversified asset portfolio within optimal asset