IPSSIS: An integrated multicriteria decision support system for equity portfolio construction and selection

European Journal of Operational Research

Volumn 210, Issue 2, 2011, Pages 398-409

  Xidonas, Panagiotis ^a   Mavrotas, George ^a   Zopounidis, Constantin ^b   Psarras, John ^a  

^a NATIONAL TECHNICAL UNIVERSITY OF ATHENS   (Greece)

^b TECHNICAL UNIVERSITY OF CRETE   (Greece)

Author keywords

Decision support systems; Equities; Multiobjective mathematical programming; Multiple criteria decision making; Portfolio construction; Portfolio selection

Indexed keywords

EQUITIES; MULTIOBJECTIVE MATHEMATICAL PROGRAMMING; MULTIPLE CRITERIA DECISION MAKING; PORTFOLIO CONSTRUCTION; PORTFOLIO SELECTION;

ARTIFICIAL INTELLIGENCE; COMPUTER SOFTWARE SELECTION AND EVALUATION; DECISION SUPPORT SYSTEMS; DECISION THEORY; MATHEMATICAL PROGRAMMING; MULTIOBJECTIVE OPTIMIZATION; STOCHASTIC MODELS;

DECISION MAKING;

EID: 78650414695     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2010.08.028     Document Type: Article

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