Browsing by Author "Colapinto, Cinzia"

Now showing items 1-4 of 4

    • Financial portfolio management through the goal programming model: Current state-of-the-art 

      Aouni, Belaid; Colapinto, Cinzia; La Torre, Davide ( Elsevier B.V. , 2014 , Article)
      Since Markowitz (1952) formulated the portfolio selection problem, many researchers have developed models aggregating simultaneously several conflicting attributes such as: the return on investment, risk and liquidity. The ...

    • A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making 

      Aouni, Belaid; Colapinto, Cinzia; La Torre, Davide ( INFOR , 2014 , Article)
      The Venture Capital decision making process involves several conflicting and imprecise criteria. The decision to invest is a difficult one with serious adverse selection risk and surrounded with uncertainty. The aim of ...

    • Goal programming for financial portfolio management: a state-of-the-art review 

      Colapinto, Cinzia; La Torre, Davide; Aouni, Belaid ( Springer Nature , 2017 , Article)
      Over the last decades, the Goal Programming (GP) model has been applied to financial portfolio management and/or selection problem in decision-making contexts where several conflicting and incommensurable objectives are ...

    • Parameter estimation through the weighted goal programming model 

      Aouni, Belaid; Colapinto, Cinzia; Torre, Davide La ( Inderscience Publishers , 2015 , Article)
      Many models in economics, management and finance can be described in terms of nonlinear dynamical systems which usually depend on some unknown parameters. To conduct a long-run behaviour analysis of these models it is of ...