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Fulga, 2015 - Google Patents

Integrated bi-criteria decision support system for portfolio selection

Fulga, 2015

Document ID
8487517930106524728
Author
Fulga C
Publication year
Publication venue
Journal of Decision Systems

External Links

Snippet

In this paper, we consider a bi-criteria approach to address the problem of portfolio construction and selection, taking into account the weaknesses of Markowitz'Mean-Variance portfolio selection. Portfolio theory has many drawbacks, multiple criteria modelling and …
Continue reading at www.tandfonline.com (other versions)

Classifications

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    • G06Q30/00—Commerce, e.g. shopping or e-commerce
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