Browsing Management & Marketing by Author "La Torre, Davide"
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Financial portfolio management through the goal programming model: Current state-of-the-art
Aouni, Belaid; Colapinto, Cinzia; La Torre, Davide ( Elsevier B.V. , 2014 , Article)Since Markowitz (1952) formulated the portfolio selection problem, many researchers have developed models aggregating simultaneously several conflicting attributes such as: the return on investment, risk and liquidity. The ... -
Goal programming for financial portfolio management: a state-of-the-art review
Colapinto, Cinzia; La Torre, Davide; Aouni, Belaid ( Springer Nature , 2017 , Article)Over the last decades, the Goal Programming (GP) model has been applied to financial portfolio management and/or selection problem in decision-making contexts where several conflicting and incommensurable objectives are ...