Geometric compromise programming : application in portfolio selection
Year of publication: |
2023
|
---|---|
Authors: | Salas-Molina, Francisco ; Pla-Santamaria, David ; Vercher-Ferrandiz, Maria Luisa ; Garcia-Bernabeu, Ana |
Published in: |
International transactions in operational research : a journal of the International Federation of Operational Research Societies. - Oxford : Wiley-Blackwell, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 30.2023, 5, p. 2571-2594
|
Subject: | compromise set | extreme seekers | multiple-objective programming | multiplicative utility functions | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Nutzenfunktion | Utility function |
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