Add to ORKGThe focus of this research paper is to develop a model for security analysis and investment decisions using multiobjective chance constrained programming (CCP). Using relevant variables and constraints a deterministic nonlinear programming model is derived using CCP technique. The model’s efficiency and effectiveness is also evaluated as applied to a sample of stocks selected from the Dow Jones Industrial Average compiled into a high yielding portfolio
Constraint Programming (CP) is a programming paradigm where relations between variables can be state...
Management and measurement of risk is an important issue in almost all areas that require decisions ...
Three concepts combine to show both the feasibility and desirability of incorporating probability wi...
Choice among risky investments has been described using a chance constrained programming model with ...
Among various preventive uncertainty handling techniques, chance constrained programming (CCP) has g...
This paper considers a portfolio selection problem with normally distributed returns and different r...
This item was digitized from a paper original and/or a microfilm copy. If you need higher-resolution...
We solve a linear chance constrained portfolio optimization problem using Robust Optimization (RO) m...
We consider a class of multi-objective probabilistically constrained problems MOPCP with a joint cha...
In the paper, we introduce a multi-objective scenario-based optimization approach for chance-constra...
The aim of this paper is to propose a fuzzy chance constrained goal programming model for solving a ...
- i-Optimal portfolios are normally computed using the portfolio risk measured in terms of its varia...
The use of mathematical programming(MP) in capital budgeting(CB) industry practice appears to be rar...
WOS: 000342901900012The chance-constrained programming (CCP) is a well-known and widely used stochas...
After introducing Markowitz mean-variance model, decision makers (DMs) and financial planners paid m...
Constraint Programming (CP) is a programming paradigm where relations between variables can be state...
Management and measurement of risk is an important issue in almost all areas that require decisions ...
Three concepts combine to show both the feasibility and desirability of incorporating probability wi...
Choice among risky investments has been described using a chance constrained programming model with ...
Among various preventive uncertainty handling techniques, chance constrained programming (CCP) has g...
This paper considers a portfolio selection problem with normally distributed returns and different r...
This item was digitized from a paper original and/or a microfilm copy. If you need higher-resolution...
We solve a linear chance constrained portfolio optimization problem using Robust Optimization (RO) m...
We consider a class of multi-objective probabilistically constrained problems MOPCP with a joint cha...
In the paper, we introduce a multi-objective scenario-based optimization approach for chance-constra...
The aim of this paper is to propose a fuzzy chance constrained goal programming model for solving a ...
- i-Optimal portfolios are normally computed using the portfolio risk measured in terms of its varia...
The use of mathematical programming(MP) in capital budgeting(CB) industry practice appears to be rar...
WOS: 000342901900012The chance-constrained programming (CCP) is a well-known and widely used stochas...
After introducing Markowitz mean-variance model, decision makers (DMs) and financial planners paid m...
Constraint Programming (CP) is a programming paradigm where relations between variables can be state...
Management and measurement of risk is an important issue in almost all areas that require decisions ...
Three concepts combine to show both the feasibility and desirability of incorporating probability wi...