Goal programming models and their duality relations for use in evaluating security portfolio and regression relations

DOI10.1016/S0377-2217(96)00358-XzbMath0930.91013MaRDI QIDQ1278699

K. Appert

Publication date: 22 February 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

duality; goal programming; risk; portfolio planning; least absolute value regressions

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

90C29: Multi-objective and goal programming

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