A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification
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Publication:6160278
DOI10.3138/infor.50.3.117arXiv1201.1783MaRDI QIDQ6160278
Publication date: 9 May 2023
Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.1783
Related Items (4)
Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review ⋮ Optimal control in epidemiology ⋮ Pareto-optimal reinsurance policies in the presence of individual risk constraints ⋮ Financial portfolio management through the goal programming model: current state-of-the-art
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