Goal programming with extended factors for portfolio selection

DOI10.1111/itor.12423OpenAlexW2620545585MaRDI QIDQ6088210

Mehrdad Tamiz, Rania A. Azmi

Publication date: 16 November 2023

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/itor.12423

zbMATH Keywords

goal programmingportfolio selectionMarkowitzextended factors

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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