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

DOI10.1016/S0377-2217(96)00358-XzbMath0930.91013OpenAlexW2090390941MaRDI QIDQ1278699

K. Appert

Publication date: 22 February 1999

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

Full work available at URL: https://doi.org/10.1016/s0377-2217(96)00358-x

zbMATH Keywords

dualitygoal programmingriskportfolio planningleast absolute value regressions

Mathematics Subject Classification ID

Related Items (10)

On constructing expert Betas for single-index model ⋮ Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review ⋮ On the construction of mutual fund portfolios: a multicriteria methodology and an application to the Greek market of equity mutual funds ⋮ Feature issue: Multiobjective programming and goal programming ⋮ Goal programming model: A glorious history and a promising future ⋮ Financial portfolio management through the goal programming model: current state-of-the-art ⋮ Contributions of Professor William W. Cooper in operations research and management science ⋮ Efficiency of financial institutions: International survey and directions for future research ⋮ Accomodating diverse institutional investment objectives and constraints using nonlinear goal programming ⋮ Viability of infeasible portfolio selection problems: A fuzzy approach

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