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FITradeoff for Portfolio Problematic

In: Multi-Criteria Decision Making with Partial Preference Information

Author

Listed:
  • Adiel Teixeira de Almeida

    (Federal University of Pernambuco)

  • Eduarda Asfora Frej

    (Federal University of Pernambuco)

  • Lucia Reis Peixoto Roselli

    (Federal University of Pernambuco)

  • Jônatas Araújo de Almeida

    (Federal University of Pernambuco)

  • Ana Paula Cabral Seixas Costa

    (Federal University of Pernambuco)

  • Danielle Costa Morais

    (Federal University of Pernambuco)

Abstract

This chapter aims to present the FITradeoff for the Portfolio Problematic. Portfolio Selection problems consist of selecting a subset of alternatives, among a larger set, subject to certain constraints. Due to the particular characteristics of this decision problematic, the extension of the FITradeoff method to deal with portfolio problems require additional adaptations in comparison with other problematics. There are two possible approaches for dealing with portfolio with FITradeoff: a benefit-to-cost ratio-based approach, which consists of a heuristic for ranking alternatives in descending order of their benefit-to-cost ratio, and selecting the best ones until a certain budget is reached; and a combinatorial approach based on exhaustive enumeration of all possible portfolios and analysis of potentially optimal portfolios. In this chapter, an overview of these approaches is presented in order to guide DMs on how to solve portfolio selection problems with the FITradeoff method.

Suggested Citation

  • Adiel Teixeira de Almeida & Eduarda Asfora Frej & Lucia Reis Peixoto Roselli & Jônatas Araújo de Almeida & Ana Paula Cabral Seixas Costa & Danielle Costa Morais, 2026. "FITradeoff for Portfolio Problematic," International Series in Operations Research & Management Science, in: Multi-Criteria Decision Making with Partial Preference Information, chapter 13, pages 231-245, Springer.
    • Handle: RePEc:spr:isochp:978-3-032-19284-4_13
    DOI: 10.1007/978-3-032-19284-4_13
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