Accomodating diverse institutional investment objectives and constraints using nonlinear goal programming
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Publication:1291759
DOI10.1016/S0377-2217(97)00061-1zbMATH Open0955.90051MaRDI QIDQ1291759FDOQ1291759
Authors: John G. Powell, I. M. Premachandra 
Publication date: 22 February 2001
Published in: European Journal of Operational Research (Search for Journal in Brave)
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Cites Work
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- Goal programming and multiple objective optimizations. Part I
- Portfolio Selection and Asset Pricing—Three-Parameter Framework
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- Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
- Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
- Nonlinear goal programming theory and practice: A survey
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