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Financial portfolio management through the goal programming model: Current state-of-the-art

Citations

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Cited by:

  1. Herb Kunze & Davide La Torre & Simone Marsiglio, 2019. "A Multicriteria Macroeconomic Model with Intertemporal Equity and Spatial Spillovers," Papers 1911.08247, arXiv.org.
  2. Hatem Masri, 2017. "A multiple stochastic goal programming approach for the agent portfolio selection problem," Annals of Operations Research, Springer, vol. 251(1), pages 179-192, April.
  3. V. Kumar & Alok R. Saboo & Amit Agarwal & Binay Kumar, 2020. "Generating Competitive Intelligence with Limited Information: A Case of the Multimedia Industry," Production and Operations Management, Production and Operations Management Society, vol. 29(1), pages 192-213, January.
  4. Shiwei Yu & Shuwen Zhang & Lawrence Agbemabiese & Fukun Zhang, 2017. "Multi-stage goal programming models for production optimization in the middle and later periods of oilfield development," Annals of Operations Research, Springer, vol. 255(1), pages 421-437, August.
  5. Ambrose Lo & Zhaofeng Tang, 2019. "Pareto-optimal reinsurance policies in the presence of individual risk constraints," Annals of Operations Research, Springer, vol. 274(1), pages 395-423, March.
  6. Laila Messaoudi & Belaid Aouni & Abdelwaheb Rebai, 2017. "Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection," Annals of Operations Research, Springer, vol. 251(1), pages 193-204, April.
  7. Babooshka Shavazipour & Theodor J. Stewart, 2021. "Multi-objective optimisation under deep uncertainty," Operational Research, Springer, vol. 21(4), pages 2459-2487, December.
  8. Salem Nechi & Belaid Aouni & Zouhair Mrabet, 2020. "Managing sustainable development through goal programming model and satisfaction functions," Annals of Operations Research, Springer, vol. 293(2), pages 747-766, October.
  9. Francisco Salas-Molina & Juan A. Rodriguez-Aguilar & David Pla-Santamaria, 2020. "A stochastic goal programming model to derive stable cash management policies," Journal of Global Optimization, Springer, vol. 76(2), pages 333-346, February.
  10. Jang Ho Kim & Yongjae Lee & Woo Chang Kim & Frank J. Fabozzi, 2022. "Goal-based investing based on multi-stage robust portfolio optimization," Annals of Operations Research, Springer, vol. 313(2), pages 1141-1158, June.
  11. Wilson, Kevin J. & Quigley, John, 2016. "Allocation of tasks for reliability growth using multi-attribute utility," European Journal of Operational Research, Elsevier, vol. 255(1), pages 259-271.
  12. Pätäri, Eero & Karell, Ville & Luukka, Pasi & Yeomans, Julian S, 2018. "Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence," European Journal of Operational Research, Elsevier, vol. 265(2), pages 655-672.
  13. Umar Muhammad Modibbo & Irfan Ali & Aquil Ahmed, 2021. "Multi-objective optimization modelling for analysing sustainable development goals of Nigeria: Agenda 2030," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(6), pages 9529-9563, June.
  14. Shaik, Saleem, 2015. "Impact of liquidity risk on variations in efficiency and productivity: A panel gamma simulated maximum likelihood estimation," European Journal of Operational Research, Elsevier, vol. 245(2), pages 463-469.
  15. Cinzia Colapinto & Raja Jayaraman & Simone Marsiglio, 2017. "Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review," Annals of Operations Research, Springer, vol. 251(1), pages 7-40, April.
  16. Raja Jayaraman & Cinzia Colapinto & Danilo Liuzzi & Davide Torre, 2017. "Planning sustainable development through a scenario-based stochastic goal programming model," Operational Research, Springer, vol. 17(3), pages 789-805, October.
  17. Francisco Salas-Molina, 2020. "Risk-sensitive control of cash management systems," Operational Research, Springer, vol. 20(2), pages 1159-1176, June.
  18. Akshit Kurani & Pavan Doshi & Aarya Vakharia & Manan Shah, 2023. "A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting," Annals of Data Science, Springer, vol. 10(1), pages 183-208, February.
  19. Nomeda Dobrovolskienė & Rima Tamošiūnienė, 2016. "Sustainability-Oriented Financial Resource Allocation in a Project Portfolio through Multi-Criteria Decision-Making," Sustainability, MDPI, vol. 8(5), pages 1-18, May.
  20. Petrus Strydom, 2017. "Funding optimization for a bank integrating credit and liquidity risk," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-1.
  21. Herb Kunze & Davide Torre & Simone Marsiglio, 2022. "Sustainability and spatial spillovers in a multicriteria macroeconomic model," Annals of Operations Research, Springer, vol. 311(2), pages 1067-1084, April.
  22. Rahmoune, Mahdi & Radjef, Mohammed Said & Boukherroub, Tasseda & Carvalho, Margarida, 2024. "A new integrated cooperative game and optimization model for the allocation of forest resources," European Journal of Operational Research, Elsevier, vol. 316(1), pages 329-340.
  23. Panos Xidonas & Ilias Lekkos & Charis Giannakidis & Christos Staikouras, 2023. "Multicriteria security evaluation: does it cost to be traditional?," Annals of Operations Research, Springer, vol. 323(1), pages 301-330, April.
  24. Jayaraman, Raja & Colapinto, Cinzia & La Torre, Davide & Malik, Tufail, 2017. "A Weighted Goal Programming model for planning sustainable development applied to Gulf Cooperation Council Countries," Applied Energy, Elsevier, vol. 185(P2), pages 1931-1939.
  25. Cinzia Colapinto & Davide Torre & Belaid Aouni, 2019. "Goal programming for financial portfolio management: a state-of-the-art review," Operational Research, Springer, vol. 19(3), pages 717-736, September.
  26. Selma Gütmen & Sankar Kumar Roy & Gerhard-Wilhelm Weber, 2024. "An overview of weighted goal programming: a multi-objective transportation problem with some fresh viewpoints," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 32(3), pages 557-568, September.
  27. Farshad Noravesh & Kristiaan Kerstens, 2022. "Some connections between higher moments portfolio optimization methods," Papers 2201.00205, arXiv.org.
  28. Belaid Aouni & Sheila McGillis & Mustafa Elkasih Abdulkarim, 2017. "Goal programming model for management accounting and auditing: a new typology," Annals of Operations Research, Springer, vol. 251(1), pages 41-54, April.
  29. Oluwaseun Sharomi & Tufail Malik, 2017. "Optimal control in epidemiology," Annals of Operations Research, Springer, vol. 251(1), pages 55-71, April.
  30. Francisco Salas-Molina & Juan A. Rodr'iguez-Aguilar & Pablo D'iaz-Garc'ia, 2017. "PyCaMa: Python for cash management," Papers 1702.05005, arXiv.org, revised Feb 2017.
  31. Sandra Caçador & Joana Matos Dias & Pedro Godinho, 2020. "Global minimum variance portfolios under uncertainty: a robust optimization approach," Journal of Global Optimization, Springer, vol. 76(2), pages 267-293, February.
  32. Yue Qi & Ralph E. Steuer & Maximilian Wimmer, 2017. "An analytical derivation of the efficient surface in portfolio selection with three criteria," Annals of Operations Research, Springer, vol. 251(1), pages 161-177, April.
  33. Nomeda Dobrovolskienė & Rima Tamošiūnienė, 2015. "An Index to Measure Sustainability of a Business Project in the Construction Industry: Lithuanian Case," Sustainability, MDPI, vol. 8(1), pages 1-14, December.
  34. Meryem Masmoudi & Fouad Ben Abdelaziz, 2018. "Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models," Annals of Operations Research, Springer, vol. 267(1), pages 335-352, August.
  35. Bilbao-Terol, Amelia & Arenas-Parra, Mar & Cañal-Fernández, Verónica, 2016. "A model based on Copula Theory for sustainable and social responsible investments," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 19(1), pages 55-76.
  36. Salo, Ahti & Doumpos, Michalis & Liesiö, Juuso & Zopounidis, Constantin, 2024. "Fifty years of portfolio optimization," European Journal of Operational Research, Elsevier, vol. 318(1), pages 1-18.
  37. Mila Bravo & Dylan Jones & David Pla-Santamaria & Graham Wall, 2018. "Robustness of weighted goal programming models: an analytical measure and its application to offshore wind-farm site selection in United Kingdom," Annals of Operations Research, Springer, vol. 267(1), pages 65-79, August.
  38. Zhuang, Zheng-Yun & Chung, Cheng-Kung, 2024. "Dissecting the visiting willingness of driving visitors facing a retail market's dual-pricing policy for parking," Journal of Retailing and Consumer Services, Elsevier, vol. 78(C).
  39. Yue Qi & Ralph E. Steuer, 2020. "On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection," Annals of Operations Research, Springer, vol. 293(2), pages 521-538, October.
  40. Chun, Young H., 2015. "Multi-attribute sequential decision problem with optimizing and satisficing attributes," European Journal of Operational Research, Elsevier, vol. 243(1), pages 224-232.
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