Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach
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Publication:6160277
DOI10.3138/infor.50.3.106OpenAlexW2008695031MaRDI QIDQ6160277
Enrique Ballestero, Ana Garcia-Bernabeu
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.50.3.106
risk aversionportfolio selectiontime horizoninvestor's preferencesmean variance-stochastic goal programming (EV-SGP)
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