A goal programming model with satisfaction function for risk management and optimal portfolio diversification

INFOR

Volumn 50, Issue 3, 2012, Pages 117-126

  Maggis, Marco ^a   La Torre, Davide ^a  

^a NONE

Author keywords

Goal programming; Multi criteria portfolio optimization; Risk measure; Satisfaction function

Indexed keywords

GOAL PROGRAMMING; GOAL PROGRAMMING MODEL; NUMERICAL EXAMPLE; OPTIMAL PORTFOLIOS; PORTFOLIO OPTIMIZATION; RISK MEASURES; SATISFACTION FUNCTIONS; SET-VALUED OPTIMIZATION;

FINANCIAL DATA PROCESSING; RISK MANAGEMENT;

HEALTH HAZARDS;

EID: 84878122870     PISSN: 03155986     EISSN: 19160615     Source Type: Journal    
DOI: 10.3138/infor.50.3.117     Document Type: Article

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