Different Probability Distributions for Portfolio Selection in the Chance Constrained Compromise Programming Model

DOI10.3138/infor.50.3.140MaRDI QIDQ6102764

Belaïd Aouni, Unnamed Author

Publication date: 9 May 2023

Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)

zbMATH Keywords

stochastic modellingchance constrained compromise programming modelmulti-attribute financial portfolio selection

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (1)

Financial portfolio management through the goal programming model: current state-of-the-art

Cites Work

• Decision-maker's preferences modeling in the stochastic goal programming
• Multi-objective stochastic programming for portfolio selection
• An Overview of Techniques for Solving Multiobjective Mathematical Programs
• A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
• Chance Constraints and Normal Deviates
• Incorporating the Decision-maker's Preferences in the Goal-programming Model

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