Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
From MaRDI portal
(Redirected from Publication:1278699)
Recommendations
- scientific article; zbMATH DE number 912674
- scientific article; zbMATH DE number 1086977
- Financial portfolio management through the goal programming model: current state-of-the-art
- Comments on "An Algorithm for Solving the Linear Goal-Programming Problem by Solving Its Dual"
- Symmetric duality theory for linear goal programming
Cites work
- scientific article; zbMATH DE number 3175708 (Why is no real title available?)
- scientific article; zbMATH DE number 3827006 (Why is no real title available?)
- scientific article; zbMATH DE number 3899977 (Why is no real title available?)
- scientific article; zbMATH DE number 47228 (Why is no real title available?)
- scientific article; zbMATH DE number 3331340 (Why is no real title available?)
- scientific article; zbMATH DE number 3363351 (Why is no real title available?)
- A chance-constrained goal programming model to evaluate response resources for marine pollution disasters
- A goal interval programming model for resource allocation in a marine environmental protection program
- A goal-focusing approach to analysis of intergenerational transfers of income
- An Algorithm for a Restricted Discrete Approximation Problem in the $L_1 $ Norm
- An Efficient Algorithm for Discrete $l_1$ Linear Approximation with Linear Constraints
- Asymptotic Theory of Least Absolute Error Regression
- Duality in quadratic programming
- EMPIRICAL REGRESSION QUANTILE
- Goal programming and multiple objective optimizations. Part I
- Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
- On L1 and Chebyshev estimation
- Optimal estimation of executive compensation by linear programming
- PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
- Regression Quantiles
- Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
- The influence curve approach in data envelopment analysis
- What is the Opportunity Cost of Mean-Variance Investment Strategies?
Cited in
(11)- scientific article; zbMATH DE number 1086977 (Why is no real title available?)
- Efficiency of financial institutions: International survey and directions for future research
- Contributions of Professor William W. Cooper in operations research and management science
- Accomodating diverse institutional investment objectives and constraints using nonlinear goal programming
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
- Viability of infeasible portfolio selection problems: A fuzzy approach
- On the construction of mutual fund portfolios: a multicriteria methodology and an application to the Greek market of equity mutual funds
- Goal programming model: A glorious history and a promising future
- Feature issue: Multiobjective programming and goal programming
- On constructing expert Betas for single-index model
- Financial portfolio management through the goal programming model: current state-of-the-art
This page was built for publication: Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1278699)
