A combined AHP-PROMETHEE approach for portfolio performance comparison
Year of publication: |
2023
|
---|---|
Authors: | Sikalo, Mirza ; Arnaut-Berilo, Almira ; Delalic, Adela |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 11.2023, 1, Art.-No. 46, p. 1-15
|
Subject: | multiple-criteria decision-making | AHP | PROMETHEE | portfolio performance | optimization | portfolio evaluation | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | AHP-Verfahren | AHP approach | Theorie | Theory |
-
Analytical hierarchy process and goal programming approach for asset allocation
Sedzro, Komlan, (2012)
-
An AHP-based asset allocation model
Gomes, Luiz Flávio Autran Monteiro, (2016)
-
AHP-PROMETHEE integrated approach for agile concept selection
Vinodh, S., (2014)
- More ...
-
Efficient asset allocation: Application of game theory-based model for superior performance
Sikalo, Mirza, (2022)
-
Efficient asset allocation : application of game theory-based model for superior performance
Sikalo, Mirza, (2022)
-
Multivariate models for portfolio optimization : applications on Sarajevo stock exchange
Arnaut-Berilo, Almira, (2011)
- More ...