A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making

DOI10.1007/S10479-012-1168-4MaRDI QIDQ2393343zbMATH OpenOpenAlexFDO

Authors Belaïd Aouni, Cinzia Colapinto, 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

zbMATH Keywords

goal programmingventure capitalsatisfaction functionsfinancial portfolio selectioncardinality constrained optimizationfinancial decision-maker's preferences

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• scientific article; zbMATH DE number 47228 (Why is no real title available?)
• A generalized stochastic goal programming model
• Algorithm for cardinality-constrained quadratic optimization
• Computational study of a family of mixed-integer quadratic programming problems
• Decision-maker's preferences modeling in the stochastic goal programming
• Goal programming model: A glorious history and a promising future
• Heuristics for cardinality constrained portfolio optimization
• Incorporating the Decision-maker's Preferences in the Goal-programming Model
• Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
• Multi-objective stochastic programming for portfolio selection
• OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
• On generalized derivatives for \(C^{1,1}\) vector optimization problems
• Optimization of cardinality constrained portfolios with a hybrid local search algorithm
• Stochastic technology shocks in an extended Uzawa-Lucas model: closed-form solution and long-run dynamics
• Theory of multiobjective optimization

Cited in

(26)

• A multiobjective optimization model for selecting portfolios in emerging financial markets under uncertainty
• Venture capital portfolio based on allocation of capital and management inputs
• Fifty years of portfolio optimization
• OR for entrepreneurial ecosystems: a problem-oriented review and agenda
• A non-additive decision-aid for venture capitalists' investment decisions
• A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making
• A fuzzy goal programming model to analyze energy, environmental and sustainability goals of the United Arab Emirates
• A N-N optimization model for logistic resources allocation with multiple logistic tasks under demand uncertainty
• Modelling Investment Optimization on Smallholder Farms through Multiple Criteria Decision Making and Goal Programming: A Case Study from Ethiopia
• The relevance of goal programming for financial portfolio management: a bibliometric and systematic literature review
• Which startup to invest in: a personalized portfolio strategy
• Optimal control in epidemiology
• Synthetic utility index method and venturous capital decision‐making
• Investment and operational decisions for start-up companies: a game theory and Markov decision process approach
• Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
• Sustainability and intertemporal equity: a multicriteria approach
• Venture capital financed investments in intellectual capital
• The model of multiple stage decision making for venture capital
• Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment
• Case study: venture investment model
• The study on venture assessment of venture capital projects
• Syndicated venture capital portfolio companies selection: a fuzzy inference system – agent-based approach
• Determining attribute weights to improve solution reliability and its application to selecting leading industries
• Game analysis of decision-making on venture investment institutions under competition mechanism
• Financial portfolio management through the goal programming model: current state-of-the-art
• A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification

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