An MCDM approach to portfolio optimization
By Matthias Ehrgott, Kathrin Klamroth, Christian Schwehm. European Journal of Operational Research, 2004
337 citations recorded by the source corpus.
Subfields: Control and Systems Engineering, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/a703367d3672a610948025379701225ab477f816
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Control and Systems Engineering
- Jiangjiang Wang
- Carlos Artemio Coello Coello
- Antonin Ponsich
- Antonio López Jaimes
- Jun Zhao
- Youyin Jing
- Chunfa Zhang
In Management Science and Operations Research
- Jiangjiang Wang
- Carlos Artemio Coello Coello
- Antonin Ponsich
- Antonio López Jaimes
- Jun Zhao
- Youyin Jing
- Chunfa Zhang
- Rimal Abu-Taha
Citations in the corpus
- Review on multi-criteria decision analysis aid in sustainable energy decision-making (2009, methodology): “The MCDA methods have been widely applied to social, economic, agricultural, industrial, ecological and biological systems in addition to energy systems [20–27].”
- Applications of multi-objective evolutionary algorithms in economics and finance: A survey (2007, result): “However, the results are not compared with respect to any other approach.”
- A Survey on Multiobjective Evolutionary Algorithms for the Solution of the Portfolio Optimization Problem and Other Finance and Economics Applications (2013, methodology): “[50]: Five different objectives were considered in this paper (refer to Section III-A2) and the authors also allowed the incorporation of the user’s preferences through the construction of decision-maker specific utility functions and an additive global utility function.”