scientific article; zbMATH DE number 912674
From MaRDI portal
Publication:4887348
zbMATH Open0857.90009MaRDI QIDQ4887348FDOQ4887348
Authors: M. Tamiz, R. Hasham, B. Hesni, E. K. Fargher, Dylan F. Jones
Publication date: 11 March 1997
Title of this publication is not available (Why is that?)
Recommendations
- scientific article; zbMATH DE number 5056704
- A Recourse Goal Programming Approach for the Portfolio Selection Problem
- Goal programming with extended factors for portfolio selection
- Portfolio selection from multiple benchmarks: a goal programming approach to an actual case
- Portfolio selection using multistage stochastic programming
- A fuzzy goal programming approach to portfolio selection
- scientific article; zbMATH DE number 1086977
- Financial portfolio management through the goal programming model: current state-of-the-art
- Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach
Cited In (18)
- The Application of Two-Stage Diversification to Portfolios from the WSE
- Multi-objective stochastic programming for portfolio selection
- Portfolio selection from multiple benchmarks: a goal programming approach to an actual case
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
- Personalized goal-based investing via multi-stage stochastic goal programming
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
- Equity portfolio construction and selection using multiobjective mathematical programming
- A two-asset stochastic model for long-term portfolio selection
- Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
- A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market
- A two-period portfolio selection model for Asset-Backed Securitization
- Financial portfolio management through the goal programming model: current state-of-the-art
- Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4887348)