Robust goal programming for multi-objective portfolio selection problem
Alireza Ghahtarani; Amir Abbas Najafi
| Year of publication: |
2013
|
|---|---|
| Authors: | Ghahtarani, Alireza ; Najafi, Amir Abbas |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 588-592
|
| Subject: | Goal programming | Portfolio optimization | Robust optimization | Uncertainty parameters | Robust goal programming | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010193313