Pages that link to "Item:Q5935381"

The following pages link to Stochastic goal programming: A mean-variance approach (Q5935381):

Displaying 26 items.

• An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
• Multicriteria decision systems for financial problems (Q356508) (← links)
• Solution approaches for the multiobjective stochastic programming (Q421694) (← links)
• Multi-objective stochastic programming for portfolio selection (Q857322) (← links)
• ISTMO: An interval reference point-based method for stochastic multiobjective programming problems (Q1011253) (← links)
• A new decision-making method for stock portfolio selection based on computing with linguistic assessment (Q1040045) (← links)
• Applying stochastic goal programming: a case study on water use planning (Q1041971) (← links)
• A multicriteria optimization model for sustainable forest management under climate change uncertainty: an application in Portugal (Q1744484) (← links)
• Satisfactory solution concepts and their relations for stochastic multiobjective programming problems (Q1926756) (← links)
• Modeling uncertainty in multi-criteria decision analysis (Q1926978) (← links)
• A synchronous reference point-based interactive method for stochastic multiobjective programming (Q1929956) (← links)
• Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← links)
• Weighted-additive fuzzy multi-choice goal programming (WA-FMCGP) for supporting renewable energy site selection decisions (Q2183871) (← links)
• INTEREST: A reference-point-based interactive procedure for stochastic multiobjective programming problems (Q2267385) (← links)
• Uncertain random goal programming (Q2272413) (← links)
• A stochastic goal programming model to derive stable cash management policies (Q2301194) (← links)
• Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds (Q2514721) (← links)
• Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange (Q2673301) (← links)
• Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208) (← links)
• Decision-maker's preferences modelling within the goal-programming model: a new typology (Q3074979) (← links)
• Bi-objective mean–variance method based on Chebyshev inequality bounds for multi-objective stochastic problems (Q4634316) (← links)
• Computation of some stochastic linear programming problems with Cauchy and extreme value distributions (Q5460581) (← links)
• Comments on: Multicriteria decision systems for financial problems (Q5965551) (← links)
• A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market (Q6160189) (← links)
• Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas (Q6160196) (← links)
• Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach (Q6160277) (← links)