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

DOI10.3138/INFOR.47.1.5MaRDI QIDQ6160189zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

goal programmingportfolio selectionstochastic programming

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Recommendations

• A multiple stochastic goal programming approach for the agent portfolio selection problem
• A Recourse Goal Programming Approach for the Portfolio Selection Problem
• scientific article; zbMATH DE number 912674
• Stochastic goal programming: A mean-variance approach
• Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas

Cites work

• A stochastic programming model for funding single premium deferred annuities
• Decision-maker's preferences modeling in the stochastic goal programming
• scientific article; zbMATH DE number 3175708 (Why is no real title available?)
• scientific article; zbMATH DE number 912674 (Why is no real title available?)
• Multi-objective stochastic programming for portfolio selection
• Stochastic goal programming: A mean-variance approach

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
• Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection
• Financial portfolio management through the goal programming model: current state-of-the-art
• An interactive approach to stochastic programming-based portfolio optimization
• Solution approaches for the multiobjective stochastic programming
• Interpretation of Statistical Preference in Terms of Location Parameters
• Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas

This page was built for publication: A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6160189)