Behavioral optimization models for multicriteria portfolio selection
In this paper, behavioral construct of suitability is used to develop a multicriteria decision making framework for portfolio selection. To achieve this purpose, we rely on multiple methodologies. Analytical hierarchy process technique is used to model the suitability considerations with a view t...
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Format: | Article |
Language: | English |
Published: |
University of Belgrade
2013-01-01
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Series: | Yugoslav Journal of Operations Research |
Subjects: | |
Online Access: | http://www.doiserbia.nb.rs/img/doi/0354-0243/2013/0354-02431300028M.pdf |