A discrete stochastic goal program for portfolio selection: The case of United Arab emirates equity market

INFOR

Volumn 47, Issue 1, 2009, Pages 5-13

  Ben Abdelaziz, F ^a,b   El Fayedh, R ^b   Rao, A ^c  

^a AMERICAN UNIVERSITY OF SHARJAH   (United Arab Emirates)

^b UNIVERSITY OF TUNIS   (Tunisia)

^c UNIVERSITY OF DUBAI   (United Arab Emirates)

Author keywords

Goal programming; Portfolio selection; Stochastic programming

Indexed keywords

EQUITY MARKETS; GOAL PROGRAMMING; MARKOWITZ MODEL; MODEL RESULTS; NON-NORMALITY; PORTFOLIO OPTIMIZATION; PORTFOLIO SELECTION; STOCHASTIC GOAL PROGRAMMING; UNITED ARAB EMIRATES;

FINANCIAL DATA PROCESSING; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

COMPUTER SOFTWARE SELECTION AND EVALUATION;

EID: 73649098330     PISSN: 03155986     EISSN: None     Source Type: Journal    
DOI: 10.3138/infor.47.1.5     Document Type: Article

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