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Combined DEMATEL technique with a novel MCDM model for exploring portfolio selection based on CAPM.

Wen-Rong Jerry HoChih-Lung TsaiGwo-Hshiung TzengSheng-Kai Fang
Published in: Expert Syst. Appl. (2011)
Keyphrases
  • probabilistic model
  • non stationary
  • portfolio selection
  • management system
  • software engineering
  • sensitivity analysis
  • portfolio optimization