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Multiple criteria optimization and goal : programming in science, engineering, and social sciences

La Torre, Davide (ed.) - 2017

Persistent link: https://www.econbiz.de/10011635811

On dynamic multiple criteria decision making models : a goal programming approach

Aouni, Belaïd; Colapinto, Cinzia; La Torre, Davide; … - In: Multiple criteria decision making in finance, insurance …, (pp. 31-48). 2015

Persistent link: https://www.econbiz.de/10011374150

Multiple criteria decision making and goal programming for optimal venture capital investments and portfolio management

Colapinto, Cinzia; La Torre, Davide - In: Multiple criteria decision making in finance, insurance …, (pp. 9-30). 2015

Persistent link: https://www.econbiz.de/10011374152

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

Aouni, Belaïd; Colapinto, Cinzia; La Torre, Davide - In: European journal of operational research : EJOR 234 (2014) 2, pp. 536-545

Persistent link: https://www.econbiz.de/10010356706

Goal programming for financial portfolio management : a state-of-the-art review

Colapinto, Cinzia; La Torre, Davide; Aouni, Belaïd - In: Operational research : an international journal 19 (2019) 3, pp. 717-736

Persistent link: https://www.econbiz.de/10012127674

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

Aouni, Belaid; Colapinto, Cinzia; La Torre, Davide - In: European Journal of Operational Research 234 (2014) 2, pp. 536-545

Since Markowitz (1952) formulated the portfolio selection problem, many researchers have developed models aggregating simultaneously several conflicting attributes such as: the return on investment, risk and liquidity. The portfolio manager generally seeks the best combination of stocks/assets...

Persistent link: https://www.econbiz.de/10010871098