Erratum: "Effects of multiple criteria on portfolio optimization".
Ceren Tuncer SakarMurat KöksalanPublished in: Int. J. Inf. Technol. Decis. Mak. (2014)
Keyphrases
- multiple criteria
- portfolio optimization
- mathematical programming
- decision problems
- multi objective
- decision makers
- robust optimization
- multi criteria
- problems involving
- portfolio selection
- bi objective
- stock market
- factor analysis
- multi attribute
- risk management
- optimization methods
- stock price
- influence diagrams
- decision support system
- computational complexity