Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Decision-maker's preferences modeling in the stochastic goal programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: A fuzzy goal programming approach to portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic goal programming: A mean-variance approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection on the Madrid Exchange: a compromise programming model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic programming with fuzzy linear partial information on probability distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-objective stochastic programming for portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: An extension of Sharpe's single-index model: portfolio selection with expert betas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiattribute Preference Analysis with Performance Targets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applying stochastic goal programming: a case study on water use planning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Chance-Constrained Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new decision-making method for stock portfolio selection based on computing with linguistic assessment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolio selection and dynamic benchmark tracking / rank
 
Normal rank
Property / cites work
 
Property / cites work: A novel algorithm for uncertain portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of Alternative Utility Functions in Portfolio Selection Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goal programming techniques for bank asset liability management. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recurrent neural network for dynamic portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy optimization: An appraisal / rank
 
Normal rank
Property / cites work
 
Property / cites work: INTEREST: A reference-point-based interactive procedure for stochastic multiobjective programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: ISTMO: An interval reference point-based method for stochastic multiobjective programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A novel hybrid model for portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Aversion in the Small and in the Large / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998364 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computation of some stochastic linear programming problems with Cauchy and extreme value distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tracking a Financial Benchmark Using a Few Assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the problem of possibilistic optimization / rank
 
Normal rank

Revision as of 07:59, 4 July 2024

scientific article
Language Label Description Also known as
English
Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case
scientific article

    Statements

    Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (English)
    0 references
    0 references
    0 references
    0 references
    27 July 2011
    0 references
    goal programming
    0 references
    multi-objective
    0 references
    investment
    0 references
    benchmark
    0 references
    finance
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references