Results 231 to 240 of about 11,857,532 (256)
Some of the next articles are maybe not open access.

Chinese Corporate Social Responsibility by Multiple Objective Portfolio Selection and Genetic Algorithms

Journal of Multi-Criteria Decision Analysis, 2013
ABSTRACTIn this paper, we study corporate social responsibility (CSR) in China through the prism of investments. We work with large stocks and assess their CSR performance from agency CSR data. We formulate Chinese CSR by a multiple objective extension of a traditional portfolio selection model and analytically solve the extension.
Yue Qi   +3 more
openaire   +1 more source

A Multiple Objective Stochastic Portfolio Selection Program with Partial Information on Probability Distribution

2010 Second International Conference on Computer and Network Technology, 2010
In this paper, we propose a multi objective stochastic model with linear partial information on probability distribution (MSPLI) for portfolio selection problem. We apply an extended chance constrained compromise programming approach to obtain the deterministic equivalent of the MSPLImodel.
Hatem Masri   +2 more
openaire   +1 more source

Interactive R&D portfolio selection considering multiple objectives, project interdependencies, and time: a three-phase approach

PICMET '01. Portland International Conference on Management of Engineering and Technology. Proceedings Vol.1: Book of Summaries (IEEE Cat. No.01CH37199), 2002
Our approach supports three phases of R&D project selection: First, proposal candidates are identified by a score based screening process. Next, an integer linear programming model determines all efficient portfolios considering multiple objectives, project interdependencies, and time.
Stummer, Christian, Heidenberger, Kurt
openaire   +2 more sources

Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models

Annals of Operations Research, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Multiple objective project portfolio selection based on reference points

Journal of Business Economics, 2016
The problem of selecting a portfolio of research and development projects from a set of proposed projects subject to resource constraints is formulated as a multiobjective optimization problem. Three categories of objectives are identified, namely quantitative, qualitative and balance/distributional.
openaire   +1 more source

A hybrid grey-based fuzzy C-means and multiple objective genetic algorithms for project portfolio selection

International Journal of Industrial and Systems Engineering, 2015
Farshad Faezy Razi   +4 more
openaire   +1 more source

A Multiple Criteria Methodology for Priority Based Portfolio Selection

Socio-Economic Planning Sciences, 2023
Alessio Ishizaka
exaly  

Home - About - Disclaimer - Privacy