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A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification.

Marco MaggisDavide La Torre
Published in: INFOR Inf. Syst. Oper. Res. (2012)
Keyphrases
  • goal programming
  • risk management
  • multi criteria
  • risk assessment
  • data mining
  • management system
  • fuzzy logic
  • decision support system
  • short term
  • knapsack problem
  • data envelopment analysis
  • portfolio optimization