Geometric compromise programming: application in portfolio selection

DOI10.1111/ITOR.13178MaRDI QIDQ6079996zbMATH OpenWikidataFDO

Authors Francisco Salas-Molina, David Plá-Santamaría, Ana Garcia-Bernabeu

Publication date 29 September 2023

Published in International Transactions in Operational Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1111/ITOR.13178

zbMATH Keywords

compromise setextreme seekersmultiple-objective programmingmultiplicative utility functions

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cited in

(2)

• The performance of bank portfolio optimization
• System dynamics and geometric compromise programming: assessing the impact of entrepreneurship wage subsidies on macroeconomic objectives

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