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

DOI10.1016/J.EJOR.2012.11.004MaRDI QIDQ2253604zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

portfolio selectiongoal programmingmutual fundsextended factors

Mathematics Subject Classification ID

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

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(6)

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• Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
• Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market
• Rejoinder on: Multicriteria decision systems for financial problems

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