2

Weighting in compromise programming: A theorem on shadow prices

Year:
1993
Language:
english
File:
PDF, 307 KB
english, 1993
4

Portfolio Selection: A Compromise Programming Solution

Year:
1996
Language:
english
File:
PDF, 3.83 MB
english, 1996
14

Selecting portfolios for mutual funds

Year:
2004
Language:
english
File:
PDF, 226 KB
english, 2004
17

Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection

Year:
2005
Language:
english
File:
PDF, 367 KB
english, 2005
20

Multiple Criteria Decision Making and its Applications to Economic Problems ||

Year:
1998
Language:
english
File:
PDF, 13.91 MB
english, 1998
35

A theorem connecting utility function optimization and compromise programming

Year:
1991
Language:
english
File:
PDF, 378 KB
english, 1991
41

Stochastic goal programming: A mean–variance approach

Year:
2001
Language:
english
File:
PDF, 83 KB
english, 2001
42

Selecting the CP metric: A risk aversion approach

Year:
1997
Language:
english
File:
PDF, 237 KB
english, 1997
43

Measuring efficiency by a single price system

Year:
1999
Language:
english
File:
PDF, 105 KB
english, 1999
44

Utility optimization when the utility function is virtually unknown

Year:
1994
Language:
english
File:
PDF, 538 KB
english, 1994
50

Strict Uncertainty: A Criterion for Moderately Pessimistic Decision Makers

Year:
2002
Language:
english
File:
PDF, 986 KB
english, 2002