A Goal Programming Portfolio Selection Model
Year of publication: |
2016
|
---|---|
Authors: | Agarwal, Saurabh |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Finance India, Vol. XXVII, No. 2, June 2013, pp 507-520 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2013 erstellt |
Classification: | G11 - Portfolio Choice ; C6 - Mathematical Methods and Programming |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Multi-Objective Portfolio Optimization by Mixed Integer Programming
Sawik, Bartosz, (2016)
-
Drenovak, Mikica, (2021)
-
Portfolio Construction Using Predictive Linear Model – An Adaptive Multi-Objective Approach
Mobasheri, Amir, (2019)
- More ...
-
Dynamics of investor's behaviour : a survey-based study on Indian securities market
Agarwal, Saurabh, (2011)
-
Dynamics of investor's behaviour : a survey-based study on Indian securities market
Agarwal, Saurabh, (2011)
-
A goal programming portfolio selection model
Agarwal, Saurabh, (2013)
- More ...