Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges

European Journal of Operational Research

Volumn 181, Issue 3, 2007, Pages 1476-1487

  Ballestero, E ^a   Gunther M ^b   Pla Santamaria, D ^a   Stummer, C ^b  

^a UNIVERSITAT POLITÈCNICA DE VALÈNCIA   (Spain)

^b UNIVERSITY OF VIENNA   (Austria)

Author keywords

Multi criteria performance indices; Portfolio analysis; Simulation; Strict uncertainty

Indexed keywords

COMPUTER SIMULATION; DECISION TABLES; INVESTMENTS; PROFITABILITY; RISK MANAGEMENT; UNCERTAINTY ANALYSIS;

MULTI CRITERIA PERFORMANCE INDICES; PHASE FILTERS PORTFOLIOS; PORTFOLIO ANALYSIS; STRICT UNCERTAINTY;

INVENTORY CONTROL;

EID: 33947680819     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2005.11.050     Document Type: Article

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