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  • Search: subject:"goal attainment programming"
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Subject
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multi-objective programming 2 portfolio optimisation 2 priori methods 2 stochastic programming 2 Dynamic programming 1 Dynamische Optimierung 1 Iran 1 Mathematical programming 1 Mathematische Optimierung 1 Multi-criteria analysis 1 Multikriterielle Entscheidungsanalyse 1 Portfolio selection 1 Portfolio-Management 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 chance constrained goal attainment programming 1 chance constrained programming 1 goal attainment programming 1 portfolio selection 1 stochastic modelling 1 stock markets 1 uncertainty 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Alinezhad, Alireza 2 Ekhtiari, Mostafa 2 Kazemi, Abolfazl 2
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International Journal of Financial Services Management 1 International journal of financial services management : IJFSM 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Optimisation of allocated portfolio using multi-objective stochastic programming
Ekhtiari, Mostafa; Alinezhad, Alireza; Kazemi, Abolfazl - In: International Journal of Financial Services Management 6 (2013) 2, pp. 155-169
and necessary to use ideas of a DM who is proficient in stochastic problems. For example, the Goal Attainment Programming … Constrained Goal Attainment Programming (CCGAP) is proposed which can be used to optimise multi-objective stochastic problems …
Persistent link: https://www.econbiz.de/10010691663
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Cover Image
Optimisation of allocated portfolio using multi-objective stochastic programming
Ekhtiari, Mostafa; Alinezhad, Alireza; Kazemi, Abolfazl - In: International journal of financial services management … 6 (2013) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10010237997
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