Enrique Ballestero

Publication Activity (10 Years)

Years Active: 1991-2012
Publications (10 Years): 0

Top Topics

Multiple Objectives

Portfolio Selection

Multistage Stochastic

Financial Institutions

Top Venues

INFOR Inf. Syst. Oper. Res.

Eur. J. Oper. Res.

Publications

Enrique Ballestero, Ana Garcia-Bernabeu
Portfolio Selection with Multiple Time Horizons: A Mean Variance - Stochastic Goal Programming Approach. INFOR Inf. Syst. Oper. Res. 50 (3) (2012)
Enrique Ballestero, Mila Bravo, Blanca Pérez-Gladish, Mar Arenas Parra, David Plà-Santamaria
Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives. Eur. J. Oper. Res. 216 (2) (2012)
Enrique Ballestero, Blanca Pérez-Gladish, Mar Arenas Parra, Amelia Bilbao-Terol
Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas. INFOR Inf. Syst. Oper. Res. 47 (1) (2009)
Enrique Ballestero
Compromise programming: A utility-based linear-quadratic composite metric from the trade-off between achievement and balanced (non-corner) solutions. Eur. J. Oper. Res. 182 (3) (2007)
Enrique Ballestero, Markus Günther, David Plà-Santamaria, Christian Stummer
Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges. Eur. J. Oper. Res. 181 (3) (2007)
Enrique Ballestero, Concha Bielza, David Plà-Santamaria
A decision approach to competitive electronic sealed-bid auctions for land. J. Oper. Res. Soc. 57 (9) (2006)
Enrique Ballestero
Selecting Textile Products by manufacturing Companies under Uncertainty. Asia Pac. J. Oper. Res. 21 (2) (2004)
Enrique Ballestero, José Alberto Maldonado
Objective measurement of efficiency: applying single price model to rank hospital activities. Comput. Oper. Res. 31 (4) (2004)
Enrique Ballestero
Strict Uncertainty: A Criterion for Moderately Pessimistic Decision Makers. Decis. Sci. 33 (1) (2002)
Enrique Ballestero
Stochastic goal programming: A mean-variance approach. Eur. J. Oper. Res. 131 (3) (2001)
Enrique Ballestero
Project finance: a multi-criteria approach to arbitration. J. Oper. Res. Soc. 51 (2) (2000)
Enrique Ballestero
Measuring efficiency by a single price system. Eur. J. Oper. Res. 115 (3) (1999)
Enrique Ballestero
Approximating the optimum portfolio for an investor with particular preferences. J. Oper. Res. Soc. 49 (9) (1998)
Enrique Ballestero, Carlos Romero
Weighting in compromise programming: A theorem on shadow prices. Oper. Res. Lett. 13 (5) (1993)
Enrique Ballestero, Carlos Romero
A theorem connecting utility function optimization and compromise programming. Oper. Res. Lett. 10 (7) (1991)