Financial portfolio management through the goal programming model: Current state-of-the-art-Reference-Cited by-同舟云学术

Financial portfolio management through the goal programming model: Current state-of-the-art

Published:2014-04 Issue:2 Volume:234 Page:536-545
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Aouni Belaid,Colapinto Cinzia,La Torre Davide

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference127 articles.

1. Using linear and goal programming to immunize bond portfolios;Alexander;Journal of Banking and Finance,1985

2. Fuzziness and funds allocation in portfolio optimisation;Allen;International Journal of Social Economics,2003

3. Nadir compromise programming: A model for optimization of multi-objective portfolio problem;Amiri;Expert Systems with Applications,2011

4. Multi-attribute portfolio selection: New perspectives;Aouni;Information Systems and Operational Research,2009

5. Portfolio selection through the goal programming model: An overview;Aouni;Journal of Financial Decision Making,2010

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