A model for solving incompatible fuzzy goal programming: an application to portfolio selection
Author:
Affiliation:
1. Department of Applied Economics I; University of Basque Country (UPV/EHU); Plaza Oñati 1 20018 San Sebastián Spain
2. Department of Quantitative Economics; University of Oviedo; Avda. del Cristo, s/n 33006 Oviedo, Asturias Spain
Funder
Spanish Ministry of Economy and Competitiveness
Publisher
Wiley
Subject
Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management,Computer Science Applications,Business and International Management
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/itor.12405/fullpdf
Reference63 articles.
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3. Financial portfolio management through the goal programming model: current state-of-the-art;Aouni;European Journal of Operational Research,2014
4. Fuzzy goal programming model: an overview of the current state-of-the art;Aouni;Journal of Multi-Criteria Decision Analysis,2009
5. A fuzzy goal programming approach to portfolio selection;Arenas-Parra;European Journal of Operational Research,2001
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