A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification (Q6160278)
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scientific article; zbMATH DE number 7683618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification |
scientific article; zbMATH DE number 7683618 |
Statements
A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification (English)
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9 May 2023
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risk measure
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multi-criteria portfolio optimization
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goal programming
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satisfaction function
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