Encompassing statistically unquantifiable randomness in goal programming: an application to portfolio selection View Full Text


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Article Info

DATE

2022-05-19

AUTHORS

Mila Bravo, Dylan Jones, David Pla-Santamaria, Francisco Salas-Molina

ABSTRACT

Random events make multiobjective programming solutions vulnerable to changes in input data. In many cases statistically quantifiable information on variability of relevant parameters may not be available for decision making. This situation gives rise to the problem of obtaining solutions based on subjective beliefs and a priori risk aversion to random changes. To solve this problem, we propose to replace the traditional weighted goal programming achievement function with a new function that considers the decision maker’s perception of the randomness associated with implementing the solution through the use of a penalty term. This new function also implements the level of a priori risk aversion based around the decision maker’s beliefs and perceptions. The proposed new formulation is illustrated by means of a variant of the mean absolute deviation portfolio selection model. As a result, difficulties imposed by the absence of statistical information about random events can be encompassed by a modification of the achievement function to pragmatically consider subjective beliefs. More... »

PAGES

5685-5706

References to SciGraph publications

  • 2018-08-14. A multi-criteria approach for assigning weights in voting systems in SOFT COMPUTING
  • 2007-12-08. Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk in MATHEMATICAL METHODS OF OPERATIONS RESEARCH
  • 2008. Introduction to Multiobjective Optimization: Interactive Approaches in MULTIOBJECTIVE OPTIMIZATION
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  • 2008-12-10. INTEREST: a reference-point-based interactive procedure for stochastic multiobjective programming problems in OR SPECTRUM
  • 2015-05-07. A multiple stochastic goal programming approach for the agent portfolio selection problem in ANNALS OF OPERATIONS RESEARCH
  • 2006-01. Utility maximization under increasing risk aversion in one-period models in FINANCE AND STOCHASTICS
  • 2005-08. Willingness to Pay for Risk Reduction and Risk Aversion without the Expected Utility Assumption in THEORY AND DECISION
  • 2007-06-30. Risk aversion and expected-utility theory: A calibration exercise in JOURNAL OF RISK AND UNCERTAINTY
  • 2008. Multiobjective Optimization, Interactive and Evolutionary Approaches in NONE
  • 2010. Practical Goal Programming in NONE
  • 2015-09-03. Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection in ANNALS OF OPERATIONS RESEARCH
  • 2014-05-25. A group decision making model based on goal programming with fuzzy hierarchy: an application to regional forest planning in ANNALS OF OPERATIONS RESEARCH
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/s12351-022-00713-1

    DOI

    http://dx.doi.org/10.1007/s12351-022-00713-1

    DIMENSIONS

    https://app.dimensions.ai/details/publication/pub.1147999425


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