An MCDM approach to portfolio optimization.

Matthias Ehrgott Kathrin Klamroth Christian Schwehm

Published in: Eur. J. Oper. Res. (2004)

Keyphrases

portfolio optimization
portfolio selection
problems involving
portfolio management
risk management
factor analysis
robust optimization
stock exchange
stock market
bi objective
optimization methods
investment decisions
stock price
financial markets
simulated annealing
face recognition
decision making