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Portfolio Selection with Multiple Time Horizons: A Mean Variance - Stochastic Goal Programming Approach.
Enrique Ballestero
Ana Garcia-Bernabeu
Published in:
INFOR Inf. Syst. Oper. Res. (2012)
Keyphrases
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portfolio selection
goal programming
multiple objectives
portfolio optimization
robust optimization
multiple criteria decision making
neural network
fuzzy logic
linear programming
mathematical programming
multi criteria
data envelopment analysis