A Recourse Goal Programming Approach for the Portfolio Selection Problem (Q6102762)
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scientific article; zbMATH DE number 7683620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Recourse Goal Programming Approach for the Portfolio Selection Problem |
scientific article; zbMATH DE number 7683620 |
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A Recourse Goal Programming Approach for the Portfolio Selection Problem (English)
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9 May 2023
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portfolio selection
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multiobjective stochastic programming
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recourse approach
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goal programming
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CAPM
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beta
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