Browsing Management & Marketing by Author "Colapinto, Cinzia"
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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 ... -
Parameter estimation through the weighted goal programming model
Aouni, Belaid; Colapinto, Cinzia; Torre, Davide La ( Inderscience Publishers , 2015 , Article)Many models in economics, management and finance can be described in terms of nonlinear dynamical systems which usually depend on some unknown parameters. To conduct a long-run behaviour analysis of these models it is of ...