An MCDM approach to portfolio optimization. Ehrgott, M., Klamroth, K., & Schwehm, C. European Journal of Operational Research, 155(3):752--770, June, 2004. bibtex @article{Ehrgott04,
author = {Matthias Ehrgott and Kathrin Klamroth and Christian Schwehm},
title = {An {MCDM} approach to portfolio optimization},
journal = {European Journal of Operational Research},
volume = {155},
number = {3},
pages = {752--770},
month = {June},
year = {2004}
}
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