Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case
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Publication:3019208
DOI10.1002/mcda.460zbMath1217.91200OpenAlexW1666185896MaRDI QIDQ3019208
David Pla-Santamaria, Mila Bravo, Ana Garcia-Bernabeu
Publication date: 27 July 2011
Published in: Journal of Multi-Criteria Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mcda.460
Numerical methods (including Monte Carlo methods) (91G60) Multi-objective and goal programming (90C29) Portfolio theory (91G10)
Related Items (6)
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth ⋮ Goal-based investing based on multi-stage robust portfolio optimization ⋮ Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review ⋮ Goal programming with extended factors for portfolio selection ⋮ Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach ⋮ Financial portfolio management through the goal programming model: current state-of-the-art
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