Portfolio selection: A compromise programming solution

Journal of the Operational Research Society

Volumn 47, Issue 11, 1996, Pages 1377-1386

  Ballestero, Enrique ^a   Romero, Carlos ^a  

^a UNIVERSIDAD POLITÉCNICA DE MADRID   (Spain)

Author keywords

Multi criteria analysis; Portfolio selection; Utility

Indexed keywords

ECONOMICS; MATHEMATICAL MODELS; MATHEMATICAL PROGRAMMING; MAXIMUM PRINCIPLE; OPTIMIZATION;

MULTI-CRITERIA ANALYSIS; PORTFOLIO SELECTION; UTILITY;

OPERATIONS RESEARCH;

EID: 0030288301     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/jors.1996.173     Document Type: Article

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