Effects of Multiple criteria on portfolio Optimization.
Ceren Tuncer SakarMurat KöksalanPublished in: Int. J. Inf. Technol. Decis. Mak. (2014)
Keyphrases
- multiple criteria
- portfolio optimization
- multi objective
- mathematical programming
- robust optimization
- multi criteria
- decision makers
- decision problems
- portfolio selection
- bi objective
- problems involving
- factor analysis
- risk management
- multi attribute
- stock market
- stock exchange
- stock price
- multiple objectives
- influence diagrams
- optimization methods
- machine learning
- artificial intelligence