Portfolio selection on the Madrid Exchange: a compromise programming model
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Publication:4806912
DOI10.1111/1475-3995.00391zbMath1038.91525OpenAlexW2144461685MaRDI QIDQ4806912
David Pla-Santamaria, Enrique Ballestero
Publication date: 23 June 2003
Published in: International Transactions in Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1475-3995.00391
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Cites Work
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- On the monotonicity of the compromise set in multicriteria problems
- Application of goal programming in project selection decision -- a case study from the Indian coal mining industry
- Computing compromise sets in polyhedral framework
- Project finance: a multi-criteria approach to arbitration
- The Efficiency Analysis of Choices Involving Risk
- An application of zero-one goal programming in project selection and resource planning -- a case study from the Woodward Governor Company
- A review of planning and scheduling systems and methods for integrated steel production
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