Stochastic goal programming: A mean-variance approach
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Cites work
- A Chance-Constrained Goal Programming Model for Capital Budgeting
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- Chance-constrained programming
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Cited in
(36)- ISTMO: An interval reference point-based method for stochastic multiobjective programming problems
- A new decision-making method for stock portfolio selection based on computing with linguistic assessment
- Applying stochastic goal programming: a case study on water use planning
- A multicriteria optimization model for sustainable forest management under climate change uncertainty: an application in Portugal
- Satisfactory solution concepts and their relations for stochastic multiobjective programming problems
- Modeling uncertainty in multi-criteria decision analysis
- A synchronous reference point-based interactive method for stochastic multiobjective programming
- Stochastic goal programming
- Goal-based investing based on multi-stage robust portfolio optimization
- Weighted-additive fuzzy multi-choice goal programming (WA-FMCGP) for supporting renewable energy site selection decisions
- INTEREST: A reference-point-based interactive procedure for stochastic multiobjective programming problems
- Uncertain random goal programming
- A stochastic goal programming model to derive stable cash management policies
- Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
- Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange
- Stochastic goal programming with recourse
- Portfolio selection from multiple benchmarks: a goal programming approach to an actual case
- Decision-maker's preferences modelling within the goal-programming model: a new typology
- An interactive approach to stochastic programming-based portfolio optimization
- Multicriteria decision systems for financial problems
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- Stochastic fractional programming approach to a mean and variance model of a transportation problem
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- Bi-objective mean-variance method based on Chebyshev inequality bounds for multi-objective stochastic problems
- Goal-driven optimization
- Computation of some stochastic linear programming problems with Cauchy and extreme value distributions
- Comments on: Multicriteria decision systems for financial problems
- Using Stochastic Goal Programming: Some Applications to Management and a Case of Industrial Production
- A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market
- Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas
- Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach
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- Multi-objective stochastic programming for portfolio selection
- A generalized stochastic goal programming model
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