The relevance of goal programming for financial portfolio management: a bibliometric and systematic literature review

Author:

Colapinto CinziaORCID,Mejri IssamORCID

Publisher

Springer Science and Business Media LLC

Reference61 articles.

1. Akhavan-Tabatabaee, R., & Soltani, R. (2016). An interval goal programming model for portfolio optimization. Journal of Industrial and Management Optimization, 12(3), 881–898.

2. Aouni, A., Ben Abdelaziz, F., & La Torre, D. (2012). The stochastic goal programming model: Theory and applications. Journal of Multicriteria Decision Analysis, 19(5–6), 185–200.

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

4. Aouni, A., Colapinto, C., & La Torre, D. (2014). A cardinality constrained stochastic goal programming model with satisfaction function for venture capital investment decision making. Annals of Operations Research, 205(1), 77–88.

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

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