Portfolio selection through mathematical programming in CAD environment

This work presents the methodology and the decision support system that apply mathematical programming in a CAD (Computer Aided Design) environment, in order to choose the best portfolio of residential projects. The work also presents a case study where the decision support system was utilized for c...

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Bibliographic Details
Published inComputers & industrial engineering Vol. 31; no. 1; pp. 351 - 354
Main Authors Vieira, Jairo C.R., Khator, Suresh K., Stange, Plínio
Format Journal Article Conference Proceeding
LanguageEnglish
Published Seoul Elsevier Ltd 01.10.1996
Oxford Pergamon Press
New York, NY Pergamon Press Inc
Subjects
Applied sciences
CAD
Computer aided design
Decision support systems
engineering economics
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
Operations research
Optimization
Portfolio theory
Brazil
engineering economics
optimization
mathematical programming
CAD
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Summary:This work presents the methodology and the decision support system that apply mathematical programming in a CAD (Computer Aided Design) environment, in order to choose the best portfolio of residential projects. The work also presents a case study where the decision support system was utilized for choosing the best portfolio among 18 residential projects placed in the south region of Brazil.
ISSN:0360-8352
1879-0550
DOI:10.1016/0360-8352(96)00149-0