Application of Lexicographic Goal Programming Method on Stock Portfolio Optimization With Expected Shortfall Approach

Publication Name : TEM Journal

DOI : 10.18421/TEM123-19

Date : August 2023


Publication URL
https://www.scopus.com/record/display.uri?eid=2-s2.0-85172214604&origin=resultslist&sort=plf-f
Type
Journal
ISSN
22178309
Volume
12
Page
1390-1396