Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case

Journal of Multi-Criteria Decision Analysis

Volumn 17, Issue 5-6, 2010, Pages 155-166

  Bravo, Mila ^a   Pla Santamaria, David ^a   Garcia Bernabeu, Ana ^a  

^a UNIVERSITAT POLITÈCNICA DE VALÈNCIA   (Spain)

Author keywords

Benchmark; Finance; Goal programming; Investment; Multi objective

Indexed keywords

EID: 85016688164     PISSN: 10579214     EISSN: 10991360     Source Type: Journal    
DOI: 10.1002/mcda.460     Document Type: Article

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