Enrique Ballestero - researchr alias

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Viewing Publication 1 - 15 from 15

2012

Portfolio Selection with Multiple Time Horizons: A Mean Variance - Stochastic Goal Programming ApproachEnrique Ballestero, Ana Garcia-Bernabeu. infor, 50(3):106-116, 2012. [doi]

Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectivesEnrique Ballestero, Mila Bravo, Blanca Pérez-Gladish, Mar Arenas Parra, David Plà-Santamaria. eor, 216(2):487-494, 2012. [doi]

2009

Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy BetasEnrique Ballestero, Blanca Pérez-Gladish, Mar Arenas Parra, Amelia Bilbao-Terol. infor, 47(1):59-70, 2009. [doi]

2007

Compromise programming: A utility-based linear-quadratic composite metric from the trade-off between achievement and balanced (non-corner) solutionsEnrique Ballestero. eor, 182(3):1369-1382, 2007. [doi]

Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock ExchangesEnrique Ballestero, M. Günther, David Plà-Santamaria, C. Stummer. eor, 181(3):1476-1487, 2007. [doi]

2006

A decision approach to competitive electronic sealed-bid auctions for landEnrique Ballestero, C. Bielza, David Plà-Santamaria. jors, 57(9):1126-1133, 2006. [doi]

2004

Objective measurement of efficiency: applying single price model to rank hospital activitiesEnrique Ballestero, José Alberto Maldonado. cor, 31(4):515-532, 2004. [doi]

Selecting Textile Products by manufacturing Companies under UncertaintyEnrique Ballestero. apjor, 21(2):141-162, 2004. [doi]

2002

Strict Uncertainty: A Criterion for Moderately Pessimistic Decision MakersEnrique Ballestero. dsj, 33(1):87-108, 2002. [doi]

2001

Stochastic goal programming: A mean-variance approachEnrique Ballestero. eor, 131(3):476-481, 2001. [doi]

2000

Project finance: a multi-criteria approach to arbitrationEnrique Ballestero. jors, 51(2):183-197, 2000. [doi]

1999

Measuring efficiency by a single price systemEnrique Ballestero. eor, 115(3):616-623, 1999. [doi]

1998

Approximating the optimum portfolio for an investor with particular preferencesEnrique Ballestero. jors, 49(9):998-1000, 1998. [doi]

1993

Weighting in compromise programming: A theorem on shadow pricesEnrique Ballestero, Carlos Romero. orl, 13(5):325-329, 1993. [doi]

1991

A theorem connecting utility function optimization and compromise programmingEnrique Ballestero, Carlos Romero. orl, 10(7):421-427, 1991. [doi]

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