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Goal programming for financial portfolio management: a state-of-the-art review
(
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 ...
Financial portfolio management through the goal programming model: Current state-of-the-art
(
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 ...