Enrique Ballestero

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Found 17 papers in total

Portfolio Selection with Multiple Time Horizons: A Mean Variance ‐ Stochastic Goal Programming Approach

2013

Standard approaches to portfolio selection from classical Markowitz...

Cleaning versus replacement in power plant air preheaters: a comparison between deterministic and stochastic goal programming models

2003

Power plants lose efficiency when the air preheater elements are not replaced or...

Ranking portfolios from multiple articulated risk measures: an uncertainty decision approach

2006

This paper proposes a performance ranking of efficient portfolios when risk is...

Selecting textile products by manufacturing companies under uncertainty

2004

Textile manufacturing companies are interested in selecting the best fibers and...

Stochastic linear programming with scarce information: an approach from expected utility and bounded rationality applied to the textile industry

2006

Potential users of this article are engineers who can estimate mean values, standard...

Ranking alternatives from the decision maker's preferences: An approach based on utility and the notion of marginal action

2006

This paper proposes an operational approach (based on marginal actions) to specify...

Using stochastic goal programming: some applications to management and a case of industrial production

2005

This paper deals with stochastic goal programming as a method capable of providing...

Objective measurement of efficiency: applying single price model to rank hospital activities

2004

Single price model is a recent approach to measurement of efficiency from assumptions...

Compromise-based approach to road project selection in Madrid metropolitan area

2003

This paper deals with an operational technique to specify the utility function in...

Strict uncertainty: A criterion for moderately pessimistic decision makers

2002

This paper proposes a decision rule to rank actions under strict uncertainty, the...

Stochastic goal programming: A mean–variance approach

2001

We propose a stochastic goal programming (GP) model leading to a structure of...

Measuring efficiency by a single price system

1999

We propose a multi-criteria model to measure the relative levels of efficiency for a...

Selecting the compromise programming metric: A risk aversion approach

1997

Through a linkage between Arrow's risk theory and compromise programming we obtain a...

Portfolio selection: A compromise programming solution

1996

A surrogate for an investor’s bi-criteria utility function (profitability,...

Utility functions: A compromise programming approach to specification and optimization

1997

Nowadays, utility theory and compromise programming (CP) are considered very different...

Weighting in compromise programming: A theorem on shadow prices

1993

This paper attempts to justify a weighting system proposed as a normalizer in the...

A theorem connecting utility function optimization and compromise programming

1991

The aim of this paper is to determine conditions under which the Lagrangian maximum of...

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