Geometric compromise programming: application in portfolio selection

Cites Work

Title not available (Why is that?)
Multiple-criteria decision making. Concepts, techniques, and extensions. With the assistance of Yoon-Ro Lee and Antonie Stam
Title not available (Why is that?)
Multicriteria Optimization
A Class of Solutions for Group Decision Problems
Title not available (Why is that?)
A tutorial on geometric programming
Portfolio Selection: A Compromise Programming Solution
A framework for managing a portfolio of socially responsible investments.
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions
Solving a multiobjective possibilistic problem through compromise programming
Linearizing Geometric Programs
Compromise programming: a utility-based linear-quadratic composite metric from the trade-off between achievement and balanced (non-corner) solutions
Fuzzy compromise programming for portfolio selection
Multi‐criteria decision aid in financial decision making: methodologies and literature review
Portfolio selection on the Madrid Exchange: a compromise programming model
Selecting the best risk measure in multiobjective cash management
Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm
Fuzzy linguistic induced OWA Minkowski distance operator and its application in group decision making
A compromise solution to mutual funds portfolio selection with transaction costs
Designing public policies. An approach based on multi-criteria analysis and computable general equilibrium modeling.
Incorporating environmental and social considerations into the portfolio optimization process
An analytical derivation of the efficient surface in portfolio selection with three criteria
Risk-controlled multiobjective portfolio selection problem using a principle of compromise

Cited In (1)

The performance of bank portfolio optimization

This page was built for publication: Geometric compromise programming: application in portfolio selection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6079996)