Accomodating diverse institutional investment objectives and constraints using nonlinear goal programming

DOI10.1016/S0377-2217(97)00061-1zbMATH0955.90051MaRDI 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)

zbMATH Keywords

investment analysislexicographic goal programminginstitutional portfolio management

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Multi-objective and goal programming (90C29)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3175708 (Why is no real title available?)
• scientific article; zbMATH DE number 47228 (Why is no real title available?)
• scientific article; zbMATH DE number 3402374 (Why is no real title available?)
• Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
• Goal programming and multiple objective optimizations. Part I
• Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
• Nonlinear goal programming theory and practice: A survey
• Portfolio Selection and Asset Pricing—Three-Parameter Framework

Cited in

(2)

• Financial portfolio management through the goal programming model: current state-of-the-art
• Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review

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