A comprehensive review of deterministic models and applications for mean-variance portfolio optimization

CB Kalayci, O Ertenlice, MA Akbay - Expert Systems with Applications, 2019 - Elsevier
Portfolio optimization is the process of determining the best combination of securities and
proportions with the aim of having less risk and obtaining more profit in an investment …

Review of multi-criteria decision-making methods in finance using explainable artificial intelligence

J Černevičienė, A Kabašinskas - Frontiers in artificial intelligence, 2022 - frontiersin.org
The influence of Artificial Intelligence is growing, as is the need to make it as explainable as
possible. Explainability is one of the main obstacles that AI faces today on the way to more …

Environmental, social and governance factors and assessing firm value: Valuation, signalling and stakeholder perspectives

DZX Huang - Accounting & Finance, 2022 - Wiley Online Library
Research continues to uncover gaps in shareholders' consideration of environmental, social
and governance (ESG) factors in investment decision‐making. With no one theory able to …

An integrated multi-criteria decision-making and multi-objective optimization model for socially responsible portfolio selection

Q Wu, X Liu, J Qin, L Zhou, A Mardani… - … Forecasting and Social …, 2022 - Elsevier
The influence of socially responsible investment (SRI) has caused much attention from both
institutional and individual investors in capital markets. SRI considers the corporate social …

Portfolio selection: a fuzzy-ANP approach

M Rahiminezhad Galankashi, F Mokhatab Rafiei… - Financial Innovation, 2020 - Springer
This study developed specific criteria and a fuzzy analytic network process (FANP) to assess
and select portfolios on the Tehran Stock Exchange (TSE). Although the portfolio selection …

A benefit-to-cost ratio based approach for portfolio selection under multiple criteria with incomplete preference information

EA Frej, P Ekel, AT de Almeida - Information sciences, 2021 - Elsevier
Benefit-to-cost ratio (BCR) measuring is a useful approach for selecting portfolios of projects
when they are evaluated applying multiple and conflicting criteria. A multiattribute value …

A novel hybrid simplified group BWM and multi-criteria sorting approach for stock portfolio selection

MSMM Emamat, M Amiri, MR Mehregan… - Expert Systems with …, 2023 - Elsevier
Many real-life issues can be modeled as multi-criteria sorting problems. In this type of
problem, a set of options are assigned to predefined classes. This research aims to propose …

A portfolio construction model based on sector analysis using Dempster-Shafer evidence theory and Granger causal network: An application to National stock …

K Bisht, A Kumar - Expert Systems with Applications, 2023 - Elsevier
With the emerging areas of economy, the diverse sector-based investment portfolios are
considered more significant. This paper presents an integrated approach of portfolio …

The application of PROMETHEE multi-criteria decision aid in financial decision making: Case of distress prediction models evaluation

MM Mousavi, J Lin - Expert Systems with Applications, 2020 - Elsevier
Conflicting rankings corresponding to alternative performance criteria and measures are
mostly reported in the mono-criterion evaluation of competing distress prediction models …

Cryptocurrency portfolio allocation using a novel hybrid and predictive big data decision support system

AI Maghsoodi - Omega, 2023 - Elsevier
Establishing a cryptocurrency portfolio management and allocation decision support is vital
in enabling investors to thrive in this market. More than nearly 5000 cryptocurrencies are …