A Recourse Goal Programming Approach for the Portfolio Selection Problem.

Meryem Masmoudi Fouad Ben Abdelaziz

Published in: INFOR Inf. Syst. Oper. Res. (2012)

Keyphrases

goal programming
portfolio selection
assembly line balancing
multiple criteria decision making
mathematical programming
multiple objectives
multistage
multi criteria
data envelopment analysis
neural network
input output
conflicting objectives
search space
multi objective
cost function