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Evaluating stocks in the presence of multiple criteria

International Journal of Information and Decision Sciences, 2010
A fundamental principle of modern portfolio theory is that portfolio selection decisions are generally made using two criteria, corresponding to the first two moments of return distributions, namely the expected return and portfolio variance. One criticism over this theory, which has often been addressed both by practitioners and academics, is that it ...
Panagiotis Xidonas   +2 more
openaire   +1 more source

Multiple criteria aggregation procedure for mixed evaluations

European Journal of Operational Research, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sarah Ben Amor   +2 more
openaire   +1 more source

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