Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
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- Yusif Simaan, 1993. "What is the Opportunity Cost of Mean-Variance Investment Strategies?," Management Science, INFORMS, vol. 39(5), pages 578-587, May.
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- Charles D. Feinstein & Mukund N. Thapa, 1993. "Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model," Management Science, INFORMS, vol. 39(12), pages 1552-1553, December.
- Hiroshi Konno & Hiroaki Yamazaki, 1991. "Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market," Management Science, INFORMS, vol. 37(5), pages 519-531, May.
- Booth, GG & Bessler, W, 1989. "Goal programming models for managing interest-rate risk," Omega, Elsevier, vol. 17(1), pages 81-89.
- A. Charnes & W. W. Cooper & R. O. Ferguson, 1955. "Optimal Estimation of Executive Compensation by Linear Programming," Management Science, INFORMS, vol. 1(2), pages 138-151, January.
- Charnes, A. & Cooper, W. W. & Karwan, K. R. & Wallace, W. A., 1979. "A chance-constrained goal programming model to evaluate response resources for marine pollution disasters," Journal of Environmental Economics and Management, Elsevier, vol. 6(3), pages 244-274, September.
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