Goal programming with extended factors for portfolio selection.
Mehrdad TamizRania A. AzmiPublished in: Int. Trans. Oper. Res. (2019)
Keyphrases
- portfolio selection
- goal programming
- multiple objectives
- mathematical programming
- multiple criteria decision making
- multi objective
- robust optimization
- multi criteria
- financial markets
- conflicting objectives
- transaction costs
- optimal portfolio
- evolutionary algorithm
- pareto optimal
- input output
- state space
- multi agent systems
- search algorithm
- decision making