Beyond Markowitz with multiple criteria decision aiding

Journal of Business Economics

Volumn 83, Issue 1, 2013, Pages 29-60

  Greco, Salvatore ^a   Matarazzo, Benedetto ^a   Słowiński, Roman ^b,c  

^a Palazzo delle Scienze   (Italy)

^b POZNAN UNIVERSITY OF TECHNOLOGY   (Poland)

^c SYSTEMS RESEARCH INSTITUTE   (Poland)

Author keywords

Dominance based rough set approach; Interactive multiobjective optimization; Multiple criteria decision aiding; Portfolio selection; Uncertainty modeling

Indexed keywords

EID: 84878968224     PISSN: 00442372     EISSN: 18618928     Source Type: Journal    
DOI: 10.1007/s11573-012-0644-2     Document Type: Article

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