Almeida, Adiel Teixeira de; Vetschera, Rudolf - In: European Journal of Operational Research 219 (2012) 1, pp. 198-200
As already noted by Mavrotas et al. (2006), the PROMETHEE V method for multi-attribute analysis of portfolio problems will fail to include an item in a portfolio if it has a negative net flow with respect to other items, although adding such an item might actually improve the entire portfolio....
