A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making
DOI10.1007/s10479-012-1168-4zbMath1269.91096OpenAlexW2056235974MaRDI QIDQ2393343
Cinzia Colapinto, Belaïd Aouni, Davide La Torre
Publication date: 7 August 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-012-1168-4
goal programmingventure capitalsatisfaction functionsfinancial portfolio selectioncardinality constrained optimizationfinancial decision-maker's preferences
Multi-objective and goal programming (90C29) Stochastic programming (90C15) Corporate finance (dividends, real options, etc.) (91G50)
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