Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange

DOI10.1007/s10100-020-00731-4OpenAlexW3120874133MaRDI QIDQ2673301

Petr Fiala, Adam Borovička

Publication date: 9 June 2022

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-020-00731-4

zbMATH Keywords

aspiration levelsAHPgoal programmingportfolio selectionstockRM-SYSTEM

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Uses Software

• NIMBUS

Cites Work

• Portfolio performance measurement using differential evolution
• The weighted sum method for multi-objective optimization: new insights
• Multi-objective stochastic programming for portfolio selection
• Multiobjective optimization. Interactive and evolutionary approaches
• An adaptation of PRIAM to multiobjective linear programming
• Multiple criteria optimization: State of the art annotated bibliographic surveys
• Stability advances in robust portfolio optimization under parallelepiped uncertainty
• A review of goal programming and its applications
• Handbook of multicriteria analysis
• Synchronous approach in interactive multiobjective optimization
• A Successive Approach to Compute the Bounded Pareto Front of Practical Multiobjective Optimization Problems
• Stochastic goal programming: A mean-variance approach
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