This paper provides a categorized bibliography on the application of the techniques of
multiple criteria decision making (MCDM) to problems and issues in finance. A total of 265 …

Since Markowitz (1952) formulated the portfolio selection problem, many researchers have
developed models aggregating simultaneously several conflicting attributes such as: the …

Goal Programming (GP) is the most widely used approach in the field of multiple criteria
decision making that enables the decision maker to incorporate numerous variations of …

Goal programming (GP) is an important class of multi-criteria decision models widely used to
analyze and solve applied problems involving conflicting objectives. Originally introduced in …

Abstract The Financial Review (FR) is a highly regarded journal publishing original
empirical, theoretical, and methodological research in all areas of financial economics. It …

The current study provides a categorised bibliography on the application of the techniques
of multiple criteria decision making (MCDM) to the problems and issues of portfolio …

This paper proposes a robust optimization model for the portfolio selection problem that
uses a goal programming (GP) approach. In GP, decision makers can achieve more than …

The portfolio management process is an integrated set of steps undertaken in a consistent
manner to create and maintain an appropriate portfolio (combination of assets) to meet …

The motivation for writing this book came from our years of previous research on multicriteria
portfolio management. This book offers a unified methodological framework for portfolio …

Commercial banks are financial intermediaries that connect the borrowers and depositors in
the economy. The deposit is crucial in the banking system's stability and fund management …