Add to ORKGThe aim of this paper is to present an approach for solving the Stochastic Multi-Objective Programming (SMOP) and formulate a Stochastic Goal Programming model that will be applied to multi-attribute portfolio selection problem. The concept of satisfaction function will be utilized to incorporate explicitly the financial decision-maker\u2019s preferences for selecting the best financial portfolio based on several conflicting objectives. The proposed approach will be illustrated through numerical examples from the Tunisian stock exchange marke
In the paper, we introduce a multi-objective scenario-based optimization approach for chance-constra...
Investor decision making has always been affected by two factors: risk and returns. Considering risk...
In this paper we show how one can get stochastic solutions of Stochastic Multi-objective Problem (SM...
The aim of this paper is to present an approach for solving the Stochastic Multi-Objective Programmi...
The aim of this paper is to propose a fuzzy chance constrained goal programming model for solving a ...
We begin this paper by first comparing the theory of present-day portfolio selection, which is a the...
Mean-Variance Stochastic Goal Programming models (MV-SGP) provide satisficing investment solutions i...
In this paper we have considered a multi-objective asset portfolio selection optimization model with...
AbstractIn this paper a class of stochastic multiple-objective programming problems with one quadrat...
Since Markowitz (1952) formulated the portfolio selection problem, many researchers have developed m...
Portfolio optimization problem has received a lot of attention from both researchers and practitione...
Since Markowitz (1952) formulated the portfolio selection problem, many researchers have developed m...
The portfolio selection problem is usually considered as a bicriteria optimization problem where a r...
Since Markowitz (1952) formulated the portfolio selection problem, many researchers have developed m...
[[abstract]]Multi-objective non-linear programs occur in various fields of applications in O.R. One ...
In the paper, we introduce a multi-objective scenario-based optimization approach for chance-constra...
Investor decision making has always been affected by two factors: risk and returns. Considering risk...
In this paper we show how one can get stochastic solutions of Stochastic Multi-objective Problem (SM...
The aim of this paper is to present an approach for solving the Stochastic Multi-Objective Programmi...
The aim of this paper is to propose a fuzzy chance constrained goal programming model for solving a ...
We begin this paper by first comparing the theory of present-day portfolio selection, which is a the...
Mean-Variance Stochastic Goal Programming models (MV-SGP) provide satisficing investment solutions i...
In this paper we have considered a multi-objective asset portfolio selection optimization model with...
AbstractIn this paper a class of stochastic multiple-objective programming problems with one quadrat...
Since Markowitz (1952) formulated the portfolio selection problem, many researchers have developed m...
Portfolio optimization problem has received a lot of attention from both researchers and practitione...
Since Markowitz (1952) formulated the portfolio selection problem, many researchers have developed m...
The portfolio selection problem is usually considered as a bicriteria optimization problem where a r...
Since Markowitz (1952) formulated the portfolio selection problem, many researchers have developed m...
[[abstract]]Multi-objective non-linear programs occur in various fields of applications in O.R. One ...
In the paper, we introduce a multi-objective scenario-based optimization approach for chance-constra...
Investor decision making has always been affected by two factors: risk and returns. Considering risk...
In this paper we show how one can get stochastic solutions of Stochastic Multi-objective Problem (SM...