Preference programming for robust portfolio modeling and project selection

By Juuso Liesiö, P. Mild, Ahti Salo. European Journal of Operational Research, 2007

313 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/5ba0d65086cc903c5c385aabc843f7e97cad1f22

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Theory and Mathematics

1. Kalyanmoy Deb
2. Ralph E. Steuer
3. Yaochu Jin
4. Carlos Artemio Coello Coello
5. Ran Cheng
6. Xing-yi Zhang
7. Gary G. Yen
8. Qingfu Zhang

In Control and Systems Engineering

1. Kalyanmoy Deb
2. Ralph E. Steuer
3. Nicolas Huck
4. Jafar Rezaei
5. Matteo Brunelli
6. William Ho

In Management Science and Operations Research

1. Kalyanmoy Deb
2. Ralph E. Steuer
3. Nicolas Huck
4. Yaochu Jin
5. Jafar Rezaei
6. Matteo Brunelli
7. Ran Cheng
8. Xing-yi Zhang

Citations in the corpus

• Multiple Criteria Decision Making, Multiattribute Utility Theory: Recent Accomplishments and What Lies Ahead (2008, methodology): “Furthermore , many interval-valued methods provide robust solution approaches, including PAIRS for value tree analysis (Salo and Hämäläinen 1992) and robust portfolio modeling (Liesiö et al. 2007) Heuristics have become more important in recent years, particularly in the MCDM literature.”
• Optimization of multiple satisfaction levels in portfolio decision analysis (2017, unknown): “Conversely, [47] dealt with the presence of incomplete information.”