Goal Programming Portfolio Selection is a portfolio selection method that belongs to the class of multi-objective optimization techniques, distinguished by its use of goal programming to minimize deviations from predefined investor-specified targets for return, risk, and other financial criteria.
48
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1.8K
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91
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55
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Publications per year
2017–2026
12
Parents
Publications
48
Goal programming for portfolio selection
Delton L. Chesser · The Journal of Portfolio Management · 1980 · 103 citations
Business, Decision Sciences, Finance +12
Mean-Variance-Skewness-Kurtosis-based Portfolio Optimization
Kin Keung Lai, Lean Yu, Shouyang Wang · 2006 · 91 citations
1–5 of 48
Authors
91
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3
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1–5 of 91
Institutions
55
Universidad de Oviedo
Oviedo, Spain
5 h-index
14 publications
1.4K citations
Institut Supérieur de Gestion de Tunis
Tunis, Tunisia
3 h-index
4 publications
71 citations
Qatar University
Doha, Qatar
2 h-index
2 publications
149 citations
Kuwait University
Kuwait City, Kuwait
2 h-index
2 publications
39 citations
Manisa Celal Bayar University
Manisa, Türkiye
2 h-index
3 publications
74 citations
Universitat Politècnica de València
Valencia, Spain
2 h-index
5 publications
92 citations
NEOMA Business School
Mont-Saint-Aignan, France
2 h-index
3 publications
58 citations
College of Business Administration
Riga, Latvia
2 h-index
2 publications
38 citations
1–8 of 55
Venues
- International Transactions in Operational Research
4 publications · 70 citations
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- European Journal of Operational Research
4 publications · 486 citations
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- Applied Soft Computing
3 publications · 74 citations
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- INFOR Information Systems and Operational Research
3 publications · 47 citations
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- Annals of Operations Research
3 publications · 65 citations
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