Enrique Ballestero, Ana Garcia-Bernabeu. Portfolio Selection with Multiple Time Horizons: A Mean Variance - Stochastic Goal Programming Approach. INFOR, 50(3):106-116, 2012. [doi]
@article{BallesteroG12,
title = {Portfolio Selection with Multiple Time Horizons: A Mean Variance - Stochastic Goal Programming Approach},
author = {Enrique Ballestero and Ana Garcia-Bernabeu},
year = {2012},
doi = {10.3138/infor.50.3.106},
url = {http://dx.doi.org/10.3138/infor.50.3.106},
researchr = {https://researchr.org/publication/BallesteroG12},
cites = {0},
citedby = {0},
journal = {INFOR},
volume = {50},
number = {3},
pages = {106-116},
}