A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification
Author:
Affiliation:
1. Department of Mathematics, University of Milan, Via Saldini 50, 20133, Milan, Italy.
2. Department of Economics, Management and Quantitative Methods, University of Milan, Via Conservatorio 7, 20122, Milan, Italy.
Publisher
Informa UK Limited
Subject
Computer Science Applications,Information Systems,Signal Processing
Link
https://www.tandfonline.com/doi/pdf/10.3138/infor.50.3.117
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4. A generalized stochastic goal programming model
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