A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making

Author:

Aouni Belaïd,Colapinto Cinzia,La Torre Davide

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference42 articles.

1. Anagnostopoulos, K. P., & Mamanis, G. (2011). The mean-variance cardinality constrained portfolio optimization problem: an experimental evaluation of five multi-objective evolutionary algorithms. Expert Systems with Applications, 38(11), 14208–14217.

2. Aouni, B., & La Torre, D. (2010). A generalized stochastic goal programming model. Applied Mathematics and Computation, 215, 4347–4357.

3. Aouni, B., & Kettani, O. (2001). Goal programming model: a glorious history and a promising future. European Journal of Operational Research, 133(2), 1–7.

4. Aouni, B., Ben Abdelaziz, F., & Martel, J. M. (2005). Decision-maker’s preferences modeling in the stochastic goal programming. European Journal of Operational Research, 162, 610–618.

5. Aouni, B., Colapinto, C., & La Torre, D. (2010). Solving stochastic multi-objective programming in portfolio selection through the GP model. Journal of Financial Decision Making, 6(2), 17–30.

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