A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making

DOI10.3138/INFOR.52.3.138MaRDI QIDQ6160426zbMATH OpenFDO

Authors Belaïd Aouni, Cinzia Colapinto, Davide La Torre

Publication date 9 May 2023

Published in INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3138/INFOR.52.3.138

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites work

• A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making
• A generalized stochastic goal programming model
• Algorithm for cardinality-constrained quadratic optimization
• Chance Constraints and Normal Deviates
• Chance-constrained programming
• Computational study of a family of mixed-integer quadratic programming problems
• Decision-Making in a Fuzzy Environment
• Financial portfolio management through the goal programming model: current state-of-the-art
• Fuzzy programming with nonlinear membership functions: Piecewise linear approximation
• Fuzzy sets
• Heuristics for cardinality constrained portfolio optimization
• scientific article; zbMATH DE number 47228 (Why is no real title available?)
• Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
• Multi-objective stochastic programming for portfolio selection
• On generalized derivatives for \(C^{1,1}\) vector optimization problems
• Optimal estimation of executive compensation by linear programming
• OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
• Optimization of cardinality constrained portfolios with a hybrid local search algorithm

Cited in

(2)

• Research on the investment performance evaluation of corporate venture capital with intuitionistic fuzzy information
• Syndicated venture capital portfolio companies selection: a fuzzy inference system – agent-based approach

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