On selecting portfolio of international mutual funds using goal programming with extended factors

DOI10.1016/J.EJOR.2012.11.004zbMATH Open1292.91169OpenAlexW2022675152MaRDI QIDQ2253604FDOQ2253604

Authors: M. Tamiz, R. Azmi, Dylan F. Jones 

Publication date: 27 July 2014

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2012.11.004

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zbMATH Keywords

portfolio selectiongoal programmingmutual fundsextended factors

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Portfolio theory (91G10)

Cited In (6)

• An extended goal programming methodology for analysis of a network encompassing multiple objectives and stakeholders
• Goal programming with extended factors for portfolio selection
• Goal programming approaches for coordinating flock collection in the poultry industry
• Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market
• Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
• Rejoinder on: Multicriteria decision systems for financial problems

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