Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case
From MaRDI portal
Publication:3019208
DOI10.1002/mcda.460zbMath1217.91200MaRDI QIDQ3019208
David Pla-Santamaria, Mila Bravo, Ana Garcia-Bernabeu
Publication date: 27 July 2011
Published in: Journal of Multi-Criteria Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mcda.460
91G60: Numerical methods (including Monte Carlo methods)
90C29: Multi-objective and goal programming
91G10: Portfolio theory
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