Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
type: Item
instance of: scholarly article
title: Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
zbMATH Open document ID: 0930.91013
DOI: 10.1016/S0377-2217(96)00358-X
author: K. Appert
published in: European Journal of Operational Research
publication date: 1999-02-22T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 1253212
zbMATH Keywords: duality
zbMATH Keywords: risk
zbMATH Keywords: goal programming
zbMATH Keywords: portfolio planning
zbMATH Keywords: least absolute value regressions
MaRDI profile type: Publication
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full work available at URL: s0377-2217(96)00358-x
OpenAlex ID: W2090390941
description: scientific article; zbMATH DE number 1253212