Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection

Author： Steuer Ralph Qi Yue Hirschberger Markus

Publisher： Springer Publishing Company

ISSN： 0254-5330

Source： Annals of Operations Research, Vol.152, Iss.1, 2007-07, pp. : 297-317

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Multiple criteria linear programming model for portfolio selection

By Ogryczak W.

Annals of Operations Research, Vol. 97, Iss. 1-4, 2000-01 ,pp. : 143-162

Springer Publishing Company

Access to resources Recommend Favorite

Portfolio selection with probabilistic utility

By Marschinski Robert Rossi Pietro Tavoni Massimo Cocco Flavio

Annals of Operations Research, Vol. 151, Iss. 1, 2007-04 ,pp. : 223-239

Springer Publishing Company

Access to resources Recommend Favorite

Selection of a fixed-income portfolio

By Kan Yu. Krasnopol’skaya A.

Automation and Remote Control, Vol. 67, Iss. 4, 2006-04 ,pp. : 598-605

MAIK Nauka/Interperiodica

Access to resources Recommend Favorite

Uncertain programming model for portfolio selection

By Yan Limei

International Journal of Intercultural Information Management, Vol. 2, Iss. 4, 2011-08 ,pp. : 333-342

Inderscience Publishers

Access to resources Recommend Favorite

A fuzzy multidimensional multiple-choice knapsack model for project portfolio selection using an evolutionary algorithm

By Tavana Madjid

Annals of Operations Research, Vol. 206, Iss. 1, 2013-07 ,pp. : 449-483

Springer Publishing Company

Access to resources Recommend Favorite