La selección de carteras mediante programación por metas lexicográficas entera: una aplicación al mercado continuo español/Integer lexicographic goal programming for portfolio selection: an application to the spanish permanent market
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References listed on IDEAS
- Pendaraki, K. & Zopounidis, C. & Doumpos, M., 2005. "On the construction of mutual fund portfolios: A multicriteria methodology and an application to the Greek market of equity mutual funds," European Journal of Operational Research, Elsevier, vol. 163(2), pages 462-481, June.
- Amador, Francisco & Romero, Carlos, 1989. "Redundancy in lexicographic goal programming: An empirical approach," European Journal of Operational Research, Elsevier, vol. 41(3), pages 347-354, August.
- Lee, Sang M & Lerro, A J, 1973. "Optimizing the Portfolio Selection for Mutual Funds," Journal of Finance, American Finance Association, vol. 28(5), pages 1087-1102, December.
- Tamiz, M. & Mirrazavi, S. K. & Jones, D. F., 1999. "Extensions of Pareto efficiency analysis to integer goal programming," Omega, Elsevier, vol. 27(2), pages 179-188, April.
- William J. Baumol, 1963. "An Expected Gain-Confidence Limit Criterion for Portfolio Selection," Management Science, INFORMS, vol. 10(1), pages 174-182, October.
More about this item
KeywordsSelección de Carteras; Decisión Multicriterio; Programación por Metas Lexicográficas Entera./Portfolio Selection; Multicriteria Decision; Integer Lexicographic Goal Programming.;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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