Concepedia

Multiobjective Portfolio Optimization

Multiobjective Portfolio Optimization is a formal decision-making framework within IT Portfolio Management that systematically identifies, evaluates, and selects optimal portfolios of IT investments by simultaneously balancing and optimizing multiple, often conflicting objectives—such as cost, risk, value, and strategic alignment—using mathematical and computational models to generate efficient trade-off solutions.

175

Publications

8.2K

Citations

422

Authors

228

Institutions

Publications per year

2017–2026

80

Parents

Publications

175

Pareto Ant Colony Optimization: A Metaheuristic Approach to Multiobjective Portfolio Selection

Karl F. Doerner, Walter J. Gutjahr, Richard F. Hartl et al. · Annals of Operations Research · 2004 · 437 citations

, , +14

A Survey on Multiobjective Evolutionary Algorithms for the Solution of the Portfolio Optimization Problem and Other Finance and Economics Applications

Antonin Ponsich, Antonio López Jáimes, Carlos A. Coello Coello · IEEE Transactions on Evolutionary Computation · 2012 · 362 citations

, , +16

Portfolio selection with skewness: A multiple-objective approach

Tsong‐Yue Lai · Review of Quantitative Finance and Accounting · 1991 · 257 citations

, , +14

A portfolio optimization model with three objectives and discrete variables

Konstantinos Anagnostopoulos, Georgios Mamanis · Computers & Operations Research · 2009 · 233 citations

, , +13

Portfolio optimization with an envelope-based multi-objective evolutionary algorithm

Juergen Branke, B. Scheckenbach, Michael Stein et al. · European Journal of Operational Research · 2008 · 199 citations

, , +13

1–5 of 175

Authors

422

  1. MK
    Mukesh Kumar Mehlawat

    University of Delhi, India

    5 publications · 205 citations

    5

    h-index

  2. CS
    Christian Stummer

    University of Vienna, Austria

    5 publications · 685 citations

    5

    h-index

  3. GM
    George Mavrotas

    National Technical University of Athens, Greece

    5 publications · 204 citations

    5

    h-index

  4. GP
    Ganapati Panda

    Indian Institute of Technology Bhubaneswar, India

    5 publications · 186 citations

    5

    h-index

  5. SM
    Sudhanshu Mishra

    Birla Institute of Technology, Mesra, India

    5 publications · 186 citations

    5

    h-index

1–5 of 422

Institutions

228

  1. National Technical University of Athens

    Athens, Greece

    6 h-index

    11 publications

    382 citations

  2. University of Delhi

    New Delhi, India

    5 h-index

    14 publications

    539 citations

  3. University of Piraeus

    Piraeus, Greece

    5 h-index

    9 publications

    630 citations

  4. Universitat Politècnica de València

    Valencia, Spain

    5 h-index

    13 publications

    325 citations

  5. Indian Institute of Technology Bhubaneswar

    Bhubaneswar, India

    4 h-index

    4 publications

    151 citations

  6. Capital University of Economics and Business

    Beijing, China

    4 h-index

    10 publications

    425 citations

  7. Tecnológico Nacional de México

    Mexico City, Mexico

    4 h-index

    14 publications

    996 citations

  8. ESSCA School of Management

    Angers, France

    3 h-index

    4 publications

    222 citations

1–8 of 228

Venues

  1. Expert Systems with Applications

    9 publications · 713 citations

    9

    h-index

  2. European Journal of Operational Research

    7 publications · 828 citations

    7

    h-index

  3. Swarm and Evolutionary Computation

    5 publications · 262 citations

    5

    h-index

  4. Applied Soft Computing

    5 publications · 432 citations

    5

    h-index

  5. Computers & Industrial Engineering

    4 publications · 186 citations

    4

    h-index

1–5