Robust, extended goal programming with uncertainty sets: an application to a multi-objective portfolio selection problem leveraging DEA.
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| Title: | Robust, extended goal programming with uncertainty sets: an application to a multi-objective portfolio selection problem leveraging DEA. |
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| Authors: | Mohseny-Tonekabony, Naeem1, naeem_mohseny@ind.iust.ac.ir, Sadjadi, Seyed Jafar1, sjsadjadi@iust.ac.ir, Mohammadi, Emran1, e_mohammadi@iust.ac.ir, Tamiz, Mehrdad2, mehrdad.tamiz@yasar.edu.tr, Jones, Dylan F.3, dylan.jones@port.ac.uk |
| Source: | Annals of Operations Research; Mar2025, Vol. 346 Issue 2, p1497-1552, 56p |
| Database: | Applied Science & Technology Source |
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| ISSN: | 02545330 |
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| DOI: | 10.1007/s10479-023-05811-7 |