Computers and Operations Research
An integrated multicriteria decision-making methodology for outsourcing management
Computers and Operations Research
A multi-objective model for environmental investment decision making
Computers and Operations Research
A multicriteria methodology for equity selection using financial analysis
Computers and Operations Research
Solving a comprehensive model for multiobjective project portfolio selection
Computers and Operations Research
A portfolio optimization model with three objectives and discrete variables
Computers and Operations Research
Review: Industrial aspects and literature survey: Fleet composition and routing
Computers and Operations Research
Some new results on value ranges of risks for mean-variance portfolio models
Information Sciences: an International Journal
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In this paper, we study the use of PROMETHEE outranking methods for portfolio selection problems. Starting from a new formulation of the PROMETHEE V method, we develop several alternative approaches based on the concepts of boundary portfolios and c-optimal portfolios. The proposed methods are compared in an extensive computational study. Results of these experiments show that methods based on the concept of c-optimal portfolios provide a good approximation to the (often computationally untractable) PROMETHEE ranking of all portfolios, while requiring only small computational effort even for large problems. For smaller problems, a PROMETHEE ranking of all boundary portfolios can be performed and provides a close approximation of the total ranking.