Geometric compromise programming : application in portfolio selection
Francisco Salas-Molina, David Pla-Santamaria, Maria Luisa Vercher-Ferrandiz and Ana Garcia-Bernabeu
| Year of publication: |
2023
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|---|---|
| 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
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| Subject: | compromise set | extreme seekers | multiple-objective programming | multiplicative utility functions | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Erwartungsnutzen | Expected utility |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/itor.13178 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014260119