Accomodating diverse institutional investment objectives and constraints using nonlinear goal programming
From MaRDI portal
Publication:1291759
DOI10.1016/S0377-2217(97)00061-1zbMath0955.90051MaRDI QIDQ1291759
I. M. Premachandra, John G. Powell
Publication date: 22 February 2001
Published in: European Journal of Operational Research (Search for Journal in Brave)
90C29: Multi-objective and goal programming
90B50: Management decision making, including multiple objectives
Cites Work
- Goal programming and multiple objective optimizations. Part I
- Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
- Nonlinear goal programming theory and practice: A survey
- Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
- Portfolio Selection and Asset Pricing—Three-Parameter Framework
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