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Financial planning with fractional goals


  • Goedhart, Marc H.
  • Spronk, Jaap


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Suggested Citation

  • Goedhart, Marc H. & Spronk, Jaap, 1995. "Financial planning with fractional goals," European Journal of Operational Research, Elsevier, vol. 82(1), pages 111-124, April.
  • Handle: RePEc:eee:ejores:v:82:y:1995:i:1:p:111-124

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    References listed on IDEAS

    1. Schaible, Siegfried & Ibaraki, Toshidide, 1983. "Fractional programming," European Journal of Operational Research, Elsevier, vol. 12(4), pages 325-338, April.
    2. Kornbluth, Jonathan S. H. & Steuer, Ralph E., 1981. "Goal programming with linear fractional criteria," European Journal of Operational Research, Elsevier, vol. 8(1), pages 58-65, September.
    3. H. Martin Weingartner, 1966. "Capital Budgeting of Interrelated Projects: Survey and Synthesis," Management Science, INFORMS, vol. 12(7), pages 485-516, March.
    4. Armstrong, R. & Charnes, A. & Haksever, C., 1987. "Successive linear programming for ratio goal problems," European Journal of Operational Research, Elsevier, vol. 32(3), pages 426-434, December.
    5. Jonathan S. H. Kornbluth & Ralph E. Steuer, 1981. "Multiple Objective Linear Fractional Programming," Management Science, INFORMS, vol. 27(9), pages 1024-1039, September.
    6. Schaible, Siegfried, 1981. "Fractional programming: Applications and algorithms," European Journal of Operational Research, Elsevier, vol. 7(2), pages 111-120, June.
    7. Myers, Stewart C & Pogue, Gerald A, 1974. "A Programming Approach to Corporate Financial Management," Journal of Finance, American Finance Association, vol. 29(2), pages 579-599, May.
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    Cited by:

    1. repec:pal:jorsoc:v:60:y:2009:i:12:d:10.1057_jors.2008.106 is not listed on IDEAS
    2. Abbas Amini Fasakhodi & Seyed Nouri & Manouchehr Amini, 2010. "Water Resources Sustainability and Optimal Cropping Pattern in Farming Systems; A Multi-Objective Fractional Goal Programming Approach," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 24(15), pages 4639-4657, December.
    3. Frenk, J.B.G. & Schaible, S., 2004. "Fractional Programming," Econometric Institute Research Papers ERS-2004-074-LIS, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Frenk, J.B.G. & Schaible, S., 2004. "Fractional Programming," ERIM Report Series Research in Management ERS-2004-074-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    5. Zopounidis, C., 1999. "Multicriteria decision aid in financial management," European Journal of Operational Research, Elsevier, vol. 119(2), pages 404-415, December.

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