An extended stochastic goal mixed integer programming for optimal portfolio selection in the Amman stock exchange
Rula Hani Salman AlHalaseh, Aminul Islam & Rosni Bakar
| Year of publication: |
2019
|
|---|---|
| Authors: | AlHalaseh, Rula Hani Salman ; Md. Aminul Islam ; Rosni Bakar |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 10.2019, 2, p. 36-51
|
| Subject: | Portfolio Selection (PS) | SMIP | SGMIP | Portfolio-Management | Portfolio selection | Ganzzahlige Optimierung | Integer programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Börsenhandel | Stock exchange trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5430/ijfr.v10n2p36 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012319386