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Unleashing the Power of Goal Programming: A Comprehensive Literature Review on Optimal Financial Portfolio Selection |
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PP: 699-716 |
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doi:10.18576/isl/130319
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Author(s) |
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Mohammed Hassanien,
Hussein Sayed,
Ramadan Hamed,
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Abstract |
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| This paper aims to provide a comprehensive presentation and evaluation of various goal programming
techniques applied to the optimization of financial portfolio selection. There has been a remarkable surge of interest in
investment strategies for stock market analysis. Active and passive portfolio management strategies have emerged as the
primary approaches for effectively managing investment portfolios. The fundamental objective of every investor and
portfolio manager is to construct a portfolio that maximizes returns while minimizing the potential risks associated with
market conditions. To tackle the complexities of the portfolio selection process, goal programming has gained widespread
recognition as a practical tool for addressing multiple, conflicting, and incomparable objectives simultaneously.
Additionally, we conduct a bibliometric analysis to shed light on the research and publications related to the application of
goal programming models in the context of optimal financial portfolio selection. |
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