Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth

DOI10.1007/S10479-016-2380-4zbMath1416.91348OpenAlexW2550116943MaRDI QIDQ1615952

Ganlin Xu, Ziwei Wang, John B. jun. Guerard, Harry M. Markowitz

Publication date: 31 October 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-016-2380-4

zbMATH Keywords

portfolio optimizationcorporate exportsI/B/E/S forecasts

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Portfolio theory (91G10)

Related Items (2)

Portfolio optimization of financial commodities with energy futures ⋮ A further analysis of robust regression modeling and data mining corrections testing in global stocks

Cites Work

• The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting
• Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
• Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
• Optimal portfolios with asymptotic criteria
• A mean-absolute deviation-skewness portfolio optimization model
• Multiple criteria decision making combined with finance: a categorized bibliographic study.
• Interactive meta-goal programming
• Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
• Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case
• Handbook of Portfolio Construction
• Computing the Nondominated Surface in Tri-Criterion Portfolio Selection
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth