메뉴 건너뛰기




Volumn 13, Issue 2-3, 2005, Pages 135-145

A formulation of portfolio selection problem with multiple criteria

Author keywords

Multiple criteria decision making; Portfolio selection

Indexed keywords


EID: 77952211483     PISSN: 10579214     EISSN: 10991360     Source Type: Journal    
DOI: 10.1002/mcda.379     Document Type: Article
Times cited : (8)

References (22)
  • 3
    • 0000927920 scopus 로고
    • Rational choice functions and orderings
    • Arrow, KJ., 1959. Rational choice functions and orderings. Econometrica 26: 121-127.
    • (1959) Econometrica , vol.26 , pp. 121-127
    • Arrow, K.J.1
  • 6
    • 0033325039 scopus 로고    scopus 로고
    • Interpretation of criteria weights in multicriteria decision making
    • Choo, EU., 1999. Interpretation of criteria weights in multicriteria decision making. Computers and Industrial Engineering 37: 527-541.
    • (1999) Computers and Industrial Engineering , vol.37 , pp. 527-541
    • Choo, E.U.1
  • 7
    • 0030396519 scopus 로고    scopus 로고
    • A decision support system for project portfolio selection
    • Chu, PYV., 1996. A decision support system for project portfolio selection. Computers in Industry 32: 141-149.
    • (1996) Computers in Industry , vol.32 , pp. 141-149
    • Chu, P.Y.V.1
  • 8
    • 4444232979 scopus 로고    scopus 로고
    • Pareto ant colony optimization: A metaheuristic approach to multiobjective portfolio selection
    • Doerner, K., et al. 2004. Pareto ant colony optimization: a metaheuristic approach to multiobjective portfolio selection. Annals of Operations Research 131: 79-99.
    • (2004) Annals of Operations Research , vol.131 , pp. 79-99
    • Doerner, K.1
  • 9
    • 0035599802 scopus 로고    scopus 로고
    • Multicriteria preference disaggregation for classification problems with an application to global investing risk
    • Doumpos, M., Zanakis, SH., Zopounidis, C., 2001. Multicriteria preference disaggregation for classification problems with an application to global investing risk. Decision Sciences 32: 333-385.
    • (2001) Decision Sciences , vol.32 , pp. 333-385
    • Doumpos, M.1    Zanakis, S.H.2    Zopounidis, C.3
  • 10
    • 0016900162 scopus 로고
    • A balance model for evaluating subsets of multiattribute items
    • Farquhar, PH., Rao, VR., 1976. A balance model for evaluating subsets of multiattribute items. Management Science 22: 528-539.
    • (1976) Management Science , vol.22 , pp. 528-539
    • Farquhar, P.H.1    Rao, V.R.2
  • 11
    • 0033416658 scopus 로고    scopus 로고
    • Selecting a portfolio of technologies: An application of decision analysis
    • Jackson, JA., et al. 1999. Selecting a portfolio of technologies: an application of decision analysis. Decision Sciences 30: 217-238.
    • (1999) Decision Sciences , vol.30 , pp. 217-238
    • Jackson, J.A.1
  • 12
    • 0036877242 scopus 로고    scopus 로고
    • Common mistakes in making value trade-offs
    • Keeney, RL., 2002. Common mistakes in making value trade-offs. Operations Research 50: 935-945.
    • (2002) Operations Research , vol.50 , pp. 935-945
    • Keeney, R.L.1
  • 14
    • 0036474071 scopus 로고    scopus 로고
    • Mean-variance portfolio selection with random parameters in a complete market
    • Lim, AEB., Zhou, XY., 2002. Mean-variance portfolio selection with random parameters in a complete market. Mathematics of Operations Research 27: 101-120.
    • (2002) Mathematics of Operations Research , vol.27 , pp. 101-120
    • Lim, A.E.B.1    Zhou, X.Y.2
  • 16
    • 26444504174 scopus 로고    scopus 로고
    • Multiple criteria linear programming model for portfolio selection
    • Ogryczak, W., 2000. Multiple criteria linear programming model for portfolio selection. Annals of Operations Research 97: 18-40.
    • (2000) Annals of Operations Research , vol.97 , pp. 18-40
    • Ogryczak, W.1
  • 17
    • 0035943939 scopus 로고    scopus 로고
    • Safety-first analysis and stable Paretian approach to portfolio choice theory
    • Ortobelli, SL., Rachev, ST., 2001. Safety-first analysis and stable Paretian approach to portfolio choice theory. Mathematical and Computational Modelling 9/11: 1037-1072.
    • (2001) Mathematical and Computational Modelling , vol.9-11 , pp. 1037-1072
    • Ortobelli, S.L.1    Rachev, S.T.2
  • 18
    • 84925900546 scopus 로고
    • Axiomatic social choice theory: An overview and interpretation
    • Plott, CR., 1976. Axiomatic social choice theory: an overview and interpretation. American Journal of Political Science 20: 511-596.
    • (1976) American Journal of Political Science , vol.20 , pp. 511-596
    • Plott, C.R.1
  • 20
    • 0346541626 scopus 로고    scopus 로고
    • Financial modelling: Where to go? With an illustration of portfolio management
    • Spronk, J., Hallerback, W., 1997. Financial modelling: where to go? With an illustration of portfolio management. European Journal of Operations Research 99: 113-125.
    • (1997) European Journal of Operations Research , vol.99 , pp. 113-125
    • Spronk, J.1    Hallerback, W.2
  • 21
    • 0032028984 scopus 로고    scopus 로고
    • Epsilon-dominating solutions in mean-variance portfolio analysis
    • White, DJ., 1998. Epsilon-dominating solutions in mean-variance portfolio analysis. European Journal of Operations Research 105: 457-466.
    • (1998) European Journal of Operations Research , vol.105 , pp. 457-466
    • White, D.J.1
  • 22


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.