Encompassing statistically unquantifiable randomness in goal programming: an application to portfolio selection.
Mila BravoDylan F. JonesDavid Plà-SantamariaFrancisco Salas-MolinaPublished in: Oper. Res. (2022)
Keyphrases
- portfolio selection
- goal programming
- multiple objectives
- mathematical programming
- multiple criteria decision making
- multi objective
- robust optimization
- multi criteria
- financial markets
- conflicting objectives
- multi objective optimization
- optimal portfolio
- analytic hierarchy process
- knapsack problem
- linear programming
- decision makers
- fuzzy logic