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Optimisation of allocated portfolio using multi-objective stochastic programming

Ekhtiari, Mostafa; Alinezhad, Alireza; Kazemi, Abolfazl - In: International journal of financial services management … 6 (2013) 2, pp. 155-169

Persistent link: https://www.econbiz.de/10010237997

Selection of socially responsible portfolios using hedonic prices

Bilbao Terol, Amelia; Arenas-Parra, Mar; … - In: Journal of business ethics : JOBE 115 (2013) 3, pp. 515-529

Persistent link: https://www.econbiz.de/10009787957

Multi-objective probabilistically constrained programs with variable risk : models for multi-portfolio financial optimization

Lejeune, Miguel A.; Shen, Siqian - In: European journal of operational research : EJOR 252 (2016) 2, pp. 522-539

Persistent link: https://www.econbiz.de/10011457705

Modeling asset allocation and liability composition for Indian banks

Viswanathan, P. K.; Ranganatham, M.; Balasubramanian, G. - In: Managerial finance 40 (2014) 7, pp. 700-723

Persistent link: https://www.econbiz.de/10010391092

On the increasing importance of multiple criteria decision aid methods for portfolio selection

Aouni, Belaïd; Doumpos, Michalis; Pérez-Gladish, Blanca; … - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1525-1542

Persistent link: https://www.econbiz.de/10012228234

Mathematical model of financial investment risk

Yin, Deyu - In: Journal of mathematical finance 8 (2018) 1, pp. 127-136

Persistent link: https://www.econbiz.de/10011846199

Selection of Socially Responsible Portfolios Using Hedonic Prices

Bilbao-Terol, Amelia; Arenas-Parra, Mar; … - In: Journal of Business Ethics 115 (2013) 3, pp. 515-529

This paper presents a novel framework for selecting socially responsible investment (SRI) portfolios. The Hedonic Price Method (HPM) is applied to obtain an evaluation of SRI criteria that is integrated into a multi-objective mathematical programming model. The HPM breaks away from the...

Persistent link: https://www.econbiz.de/10010990081