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Portfolio selection from multiple benchmarks: a goal programming approach to an actual case

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Portfolio selection from multiple benchmarks: a goal programming approach to an actual case

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Bravo Selles, M.; Pla Santamaría, D.; Garcia-Bernabeu, A. (2010). Portfolio selection from multiple benchmarks: a goal programming approach to an actual case. Journal of Multi-Criteria Decision Analysis. 17(5-6):155-166. doi:10.1002/mcda.460

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/71084

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Title: Portfolio selection from multiple benchmarks: a goal programming approach to an actual case
Author:
UPV Unit: Universitat Politècnica de València. Escuela Politécnica Superior de Alcoy - Escola Politècnica Superior d'Alcoi
Issued date:
Abstract:
This paper deals with benchmark-based portfolio choice for buy-and-hold strategies of investing. Multiple benchmarks for returns are considered, which is more realistic than taking a unique benchmark – a unique aspiration ...[+]
Subjects: Goal programming , Multi-objective , Investment , Benchmark , Finance
Copyrigths: Cerrado
Source:
Journal of Multi-Criteria Decision Analysis. (issn: 1099-1360 )
DOI: 10.1002/mcda.460
Publisher:
Wiley
Publisher version: http://dx.doi.org/10.1002/mcda.460
Type: Artículo

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