This study designs a methodological framework to forecasting allocation weights and
evaluating multiobjective portfolios considering the investment horizon heterogeneity. The …

Mean–variance optimization, introduced by Markowitz, is a foundational theory and
methodology in finance and optimization, significantly influencing investment management …

This paper introduces a multistage stochastic mixed-integer programming model designed
for a goal-based investing (GBI) problem, incorporating the option of goal postponement …

Portfolio optimization is the basic quantitative approach for finding optimal portfolio weights.
It has become increasingly important as portfolio construction involves more and more data …

Household finances are being threatened by unprecedented social and economic
upheavals, including an aging society and slow economic growth. Numerous researchers …

Financial market has systemic complexity and uncertainty. For investors, return and risk
often coexist. How to rationally allocate funds into different assets and achieve excess …

This study presents a two-phase approach of Data Envelopment Analysis (DEA) and Goal
Programming (GP) for portfolio selection, representing a pioneering attempt at combining …

We investigated the impact of a target-oriented farmer's optimal decisions on the
performance of an agricultural supply chain with a capital-constrained smallholder farmer …

Recommender systems can be helpful for individuals to make well-informed decisions in
complex financial markets. While many studies have focused on predicting stock prices …

Large corporations usually cover their capital and operating expenses by issuing bonds with
fixed rates and different maturities. This paper proposes a multistage stochastic …