An interactive approach to stochastic programming-based portfolio optimization

A stochastic programming approach to multicriteria portfolio optimization

(2012) Ceren Tuncer Şakar et al.   JOURNAL OF GLOBAL OPTIMIZATION

A visual interactive approach for scenario-based stochastic multi-objective problems and an application

(2012) E Balibek et al.   JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY

IPSSIS: An integrated multicriteria decision support system for equity portfolio construction and selection

(2010) Panagiotis Xidonas et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

A multi-objective multi-period stochastic programming model for public debt management

(2009) Emre Balibek et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market

(2009) F. Ben Abdelaziz et al.   INFOR

Equity portfolio construction and selection using multiobjective mathematical programming

(2009) Panagiotis Xidonas et al.   JOURNAL OF GLOBAL OPTIMIZATION

On the effectiveness of scenario generation techniques in single-period portfolio optimization

(2007) Gianfranco Guastaroba et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH