Goal programming with extended factors for portfolio selection

DOI10.1111/ITOR.12423MaRDI QIDQ6088210zbMATH OpenOpenAlexFDO

Authors M. Tamiz, R. Azmi

Publication date 16 November 2023

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

Full work available at URL https://doi.org/10.1111/itor.12423

zbMATH Keywords

extended factorsgoal programmingMarkowitzportfolio selection

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites work

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• Portfolio selection with skewness: a comparison of methods and a generalized one fund result
• The double role of the weight factor in the goal programming model

Cited in

(8)

• Financial portfolio management through the goal programming model: current state-of-the-art
• scientific article; zbMATH DE number 1086977 (Why is no real title available?)
• scientific article; zbMATH DE number 912674 (Why is no real title available?)
• Personalized goal-based investing via multi-stage stochastic goal programming
• scientific article; zbMATH DE number 5056704 (Why is no real title available?)
• Portfolio selection: should investors include crypto‐assets? A multiobjective approach
• Finding a mix of renewable energy for different stakeholders by applying multi-criteria decision-making techniques
• Fifty years of portfolio optimization

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