Multi-objective Portfolio Selection

Multi-Objective Portfolio Selection is a portfolio optimization framework that extends traditional single-objective models by simultaneously considering multiple, often conflicting objectives—such as return maximization, risk minimization, liquidity, and environmental, social, and governance (ESG) criteria—within a unified decision-making process to identify efficient trade-offs among competing investor goals.

283

Publications

18.5K

Citations

667

Authors

340

Institutions

Publications per year

2017–2026

130

Authors

667

  1. MK
    Mukesh Kumar Mehlawat

    University of Delhi, India

    10 publications · 429 citations

    10

    h-index

  2. PG
    Pankaj Gupta

    University of Delhi, India

    7 publications · 317 citations

    7

    h-index

  3. WC
    Wei Chen

    Capital University of Economics and Business, China

    5 publications · 199 citations

    6

    h-index

  4. JG
    Jairo González-Bueno

    Universidad Pontificia Bolivariana, Colombia

    5 publications · 192 citations

    5

    h-index

  5. JO
    Javier Oliver

    Universitat Politècnica de València, Spain

    5 publications · 192 citations

    5

    h-index

1–5 of 667

Venues

  1. Expert Systems with Applications

    23 publications · 1.8K citations

    21

    h-index

  2. Annals of Operations Research

    12 publications · 1K citations

    13

    h-index

  3. European Journal of Operational Research

    11 publications · 1.5K citations

    11

    h-index

  4. Swarm and Evolutionary Computation

    8 publications · 415 citations

    8

    h-index

  5. Information Sciences

    7 publications · 488 citations

    7

    h-index

1–5