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

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  1. Chen, Yu-Wang & Poon, Ser-Huang & Yang, Jian-Bo & Xu, Dong-Ling & Zhang, Dongxu & Acomb, Simon, 2012. "Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints," European Journal of Operational Research, Elsevier, vol. 223(3), pages 775-784.
  2. Dimitris Andriosopoulos & Michalis Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 70(10), pages 1581-1599, October.
  3. Tamiz, Mehrdad & Azmi, Rania A. & Jones, Dylan F., 2013. "On selecting portfolio of international mutual funds using goal programming with extended factors," European Journal of Operational Research, Elsevier, vol. 226(3), pages 560-576.
  4. Shivam Gupta & Sachin Modgil & Samadrita Bhattacharyya & Indranil Bose, 2022. "Artificial intelligence for decision support systems in the field of operations research: review and future scope of research," Annals of Operations Research, Springer, vol. 308(1), pages 215-274, January.
  5. Tsionas, Mike G., 2019. "Multi-objective optimization using statistical models," European Journal of Operational Research, Elsevier, vol. 276(1), pages 364-378.
  6. Antonios Georgantas & Michalis Doumpos & Constantin Zopounidis, 2024. "Robust optimization approaches for portfolio selection: a comparative analysis," Annals of Operations Research, Springer, vol. 339(3), pages 1205-1221, August.
  7. Jaime Alberto Vásquez & John Willmer Escobar & Diego Fernando Manotas, 2021. "AHP–TOPSIS Methodology for Stock Portfolio Investments," Risks, MDPI, vol. 10(1), pages 1-20, December.
  8. Fouad Ben Abdelaziz & Ray Saadaoui Mallek, 2018. "Multi-criteria optimal stopping methods applied to the portfolio optimisation problem," Annals of Operations Research, Springer, vol. 267(1), pages 29-46, August.
  9. Constantin Zopounidis & Michalis Doumpos & Dimitrios Niklis, 2018. "Financial decision support: an overview of developments and recent trends," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 6(1), pages 63-76, June.
  10. Pätäri, Eero & Karell, Ville & Luukka, Pasi & Yeomans, Julian S, 2018. "Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence," European Journal of Operational Research, Elsevier, vol. 265(2), pages 655-672.
  11. Murat Köksalan & Ceren Tuncer Şakar, 2016. "An interactive approach to stochastic programming-based portfolio optimization," Annals of Operations Research, Springer, vol. 245(1), pages 47-66, October.
  12. Gour Sundar Mitra Thakur & Rupak Bhattacharyya & Seema Sarkar, 2022. "Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange," Papers 2204.13385, arXiv.org, revised May 2022.
  13. Panos Xidonas & Haris Doukas, 2013. "Integrating analysts’ forecasts in the security screening process: empirical evidence from the Eurostoxx 50," Applied Financial Economics, Taylor & Francis Journals, vol. 23(8), pages 685-699, April.
  14. Zhang, Ruijun & Lu, Jie & Zhang, Guangquan, 2011. "A knowledge-based multi-role decision support system for ore blending cost optimization of blast furnaces," European Journal of Operational Research, Elsevier, vol. 215(1), pages 194-203, November.
  15. Constantin Zopounidis & Michael Doumpos, 2013. "Multicriteria decision systems for financial problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(2), pages 241-261, July.
  16. Torabi, S.A. & Mansouri, S.A., 2015. "Integrated business continuity and disaster recovery planning: Towards organizational resilienceAuthor-Name: Sahebjamnia, N," European Journal of Operational Research, Elsevier, vol. 242(1), pages 261-273.
  17. Farshad Noravesh & Kristiaan Kerstens, 2022. "Some connections between higher moments portfolio optimization methods," Papers 2201.00205, arXiv.org.
  18. Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014. "Twenty years of linear programming based portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 518-535.
  19. Cristinca FULGA, 2017. "Integrated Decision Support System for Portfolio Selection with Enhanced Behavioral Content," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 127-142.
  20. Alexandros Nikas & Angelos Fountoulakis & Aikaterini Forouli & Haris Doukas, 2022. "A robust augmented ε-constraint method (AUGMECON-R) for finding exact solutions of multi-objective linear programming problems," Operational Research, Springer, vol. 22(2), pages 1291-1332, April.
  21. Cooper, W.W. & Kingyens, Angela T. & Paradi, Joseph C., 2014. "Two-stage financial risk tolerance assessment using data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 233(1), pages 273-280.
  22. Antônio Marcos Duarte Junior & Luiz Carlos Barbosa Medeiros, 2016. "Investing in Private Equity in Brazil," Brazilian Business Review, Fucape Business School, vol. 13(5), pages 51-84, September.
  23. Panos Xidonas & Christis Hassapis & George Mavrotas & Christos Staikouras & Constantin Zopounidis, 2018. "Multiobjective portfolio optimization: bridging mathematical theory with asset management practice," Annals of Operations Research, Springer, vol. 267(1), pages 585-606, August.
  24. Yong-Jun Liu & Wei-Guo Zhang, 2018. "Fuzzy portfolio selection model with real features and different decision behaviors," Fuzzy Optimization and Decision Making, Springer, vol. 17(3), pages 317-336, September.
  25. Salo, Ahti & Doumpos, Michalis & Liesiö, Juuso & Zopounidis, Constantin, 2024. "Fifty years of portfolio optimization," European Journal of Operational Research, Elsevier, vol. 318(1), pages 1-18.
  26. Smedberg, Henrik & Bandaru, Sunith, 2023. "Interactive knowledge discovery and knowledge visualization for decision support in multi-objective optimization," European Journal of Operational Research, Elsevier, vol. 306(3), pages 1311-1329.
  27. Xidonas, Panos & Thomakos, Dimitris & Samitas, Aristeidis, 2025. "On the integration of multiple criteria decision aiding and forecasting: Does it create value in portfolio selection?," European Journal of Operational Research, Elsevier, vol. 321(2), pages 516-528.
  28. Kiran Bisht & Arun Kumar, 2022. "Stock Portfolio Selection Hybridizing Fuzzy Base-Criterion Method and Evidence Theory in Triangular Fuzzy Environment," SN Operations Research Forum, Springer, vol. 3(4), pages 1-32, December.
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