Pages that link to "Item:Q2514725"

The following pages link to Financial portfolio management through the goal programming model: current state-of-the-art (Q2514725):

Displaying 31 items.

• Multi-attribute sequential decision problem with optimizing and satisficing attributes (Q319056) (← links)
• Impact of liquidity risk on variations in efficiency and productivity: a panel gamma simulated maximum likelihood estimation (Q319609) (← links)
• Multiple criteria decision aiding for finance: an updated bibliographic survey (Q319984) (← links)
• Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
• Allocation of tasks for reliability growth using multi-attribute utility (Q323523) (← links)
• Robustness of weighted goal programming models: an analytical measure and its application to offshore wind-farm site selection in United Kingdom (Q1615936) (← links)
• Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
• Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence (Q1681292) (← links)
• Multi-stage goal programming models for production optimization in the middle and later periods of oilfield development (Q1699097) (← links)
• Pareto-optimal reinsurance policies in the presence of individual risk constraints (Q1730722) (← links)
• A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk (Q2100492) (← links)
• Sustainability and spatial spillovers in a multicriteria macroeconomic model (Q2150770) (← links)
• Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← links)
• On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (Q2212284) (← links)
• Applying least squares support vector machines to mean-variance portfolio analysis (Q2298419) (← links)
• Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
• A stochastic goal programming model to derive stable cash management policies (Q2301194) (← links)
• Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
• Goal programming model for management accounting and auditing: a new typology (Q2404332) (← links)
• Optimal control in epidemiology (Q2404333) (← links)
• An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339) (← links)
• A multiple stochastic goal programming approach for the agent portfolio selection problem (Q2404340) (← links)
• Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection (Q2404342) (← links)
• A fuzzy goal programming model to analyze energy, environmental and sustainability goals of the United Arab Emirates (Q2404346) (← links)
• Selecting the best risk measure in multiobjective cash management (Q6088124) (← links)
• Goal programming with extended factors for portfolio selection (Q6088210) (← links)
• Multicriteria security evaluation: does it cost to be traditional? (Q6115570) (← links)
• Robust generalized Merton-type financial portfolio models with generalized utility (Q6148775) (← links)
• Modelling Investment Optimization on Smallholder Farms through Multiple Criteria Decision Making and Goal Programming: A Case Study from Ethiopia (Q6160421) (← links)
• Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market (Q6160425) (← links)
• A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making (Q6160426) (← links)