Financial portfolio management through the goal programming model: Current state-of-the-art
| المؤلف | Aouni, Belaid |
| المؤلف | Colapinto, Cinzia |
| المؤلف | La Torre, Davide |
| تاريخ الإتاحة | 2016-03-09T14:00:54Z |
| تاريخ النشر | 2014-04 |
| اسم المنشور | European Journal of Operational Research |
| المصدر | Scopus |
| المعرّف | http://dx.doi.org/10.1016/j.ejor.2013.09.040 |
| الاقتباس | Aouni, B., Colapinto, C., La Torre, D. "Financial portfolio management through the goal programming model: Current state-of-the-art" (2014) European Journal of Operational Research, 234 (2), pp. 536-545. |
| الرقم المعياري الدولي للكتاب | 0377-2217 |
| الملخص | 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 portfolio manager generally seeks the best combination of stocks/assets that meets his/her investment objectives. The Goal Programming (GP) model is widely applied to finance and portfolio management. The aim of this paper is to present the different variants of the GP model that have been applied to the financial portfolio selection problem from the 1970s to nowadays. |
| اللغة | en |
| الناشر | Elsevier B.V. |
| الموضوع | Goal programming Multi-attribute portfolio management Typology |
| النوع | Article |
| الصفحات | 536-545 |
| رقم العدد | 2 |
| رقم المجلد | 234 |
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