A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market

DOI10.3138/INFOR.47.1.5OpenAlexW2134787308MaRDI QIDQ6160189FDOQ6160189

Authors:

Publication date: 9 May 2023

Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3138/infor.47.1.5

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zbMATH Keywords

portfolio selectionstochastic programminggoal programming

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

• Title not available (Why is that?)
• Multi-objective stochastic programming for portfolio selection
• Decision-maker's preferences modeling in the stochastic goal programming
• Stochastic goal programming: A mean-variance approach
• Title not available (Why is that?)
• A stochastic programming model for funding single premium deferred annuities

Cited In (8)

• Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
• Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
• Solution approaches for the multiobjective stochastic programming
• Interpretation of Statistical Preference in Terms of Location Parameters
• An interactive approach to stochastic programming-based portfolio optimization
• Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas
• 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

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