{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,22]],"date-time":"2025-11-22T11:28:04Z","timestamp":1763810884911,"version":"3.40.5"},"reference-count":61,"publisher":"Springer Science and Business Media LLC","issue":"5","license":[{"start":{"date-parts":[[2022,5,19]],"date-time":"2022-05-19T00:00:00Z","timestamp":1652918400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0"},{"start":{"date-parts":[[2022,5,19]],"date-time":"2022-05-19T00:00:00Z","timestamp":1652918400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0"}],"funder":[{"name":"Universidad Polit\u00e8cnica de Val\u00e8ncia"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Oper Res Int J"],"published-print":{"date-parts":[[2022,11]]},"abstract":"<jats:title>Abstract<\/jats:title><jats:p>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 <jats:italic>a priori<\/jats:italic> 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\u2019s perception of the randomness associated with implementing the solution through the use of a penalty term. This new function also implements the level of <jats:italic>a priori<\/jats:italic> risk aversion based around the decision maker\u2019s 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.<\/jats:p>","DOI":"10.1007\/s12351-022-00713-1","type":"journal-article","created":{"date-parts":[[2022,5,19]],"date-time":"2022-05-19T12:03:53Z","timestamp":1652961833000},"page":"5685-5706","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":4,"title":["Encompassing statistically unquantifiable randomness in goal programming: an application to portfolio selection"],"prefix":"10.1007","volume":"22","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-3330-7044","authenticated-orcid":false,"given":"Mila","family":"Bravo","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-9101-746X","authenticated-orcid":false,"given":"Dylan","family":"Jones","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0003-1563-3997","authenticated-orcid":false,"given":"David","family":"Pla-Santamaria","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-1168-7931","authenticated-orcid":false,"given":"Francisco","family":"Salas-Molina","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2022,5,19]]},"reference":[{"issue":"3","key":"713_CR1","doi-asserted-by":"publisher","first-page":"1811","DOI":"10.1016\/j.ejor.2005.10.021","volume":"177","author":"FB Abdelaziz","year":"2007","unstructured":"Abdelaziz FB, Aouni B, El Fayedh R (2007) Multi-objective stochastic programming for portfolio selection. Eur J Oper Res 177(3):1811\u20131823","journal-title":"Eur J Oper Res"},{"issue":"1","key":"713_CR2","first-page":"5","volume":"47","author":"FB Abdelaziz","year":"2009","unstructured":"Abdelaziz FB, El Fayedh R, Rao A (2009) A discrete stochastic goal program for portfolio selection: the case of united arab emirates equity market. INFOR Inf Syst Op Res 47(1):5\u201313","journal-title":"INFOR Inf Syst Op Res"},{"issue":"12","key":"713_CR3","first-page":"4347","volume":"215","author":"B Aouni","year":"2010","unstructured":"Aouni B, La Torre D (2010) A generalized stochastic goal programming model. Appl Math Comput 215(12):4347\u20134357","journal-title":"Appl Math Comput"},{"issue":"5\u20136","key":"713_CR4","doi-asserted-by":"publisher","first-page":"185","DOI":"10.1002\/mcda.1466","volume":"19","author":"B Aouni","year":"2012","unstructured":"Aouni B, Ben Abdelaziz F, La Torre D (2012) The stochastic goal programming model: theory and applications. J Multi-Criteria Decis Anal 19(5\u20136):185\u2013200","journal-title":"J Multi-Criteria Decis Anal"},{"key":"713_CR5","volume-title":"Aspects of the theory of risk-bearing","author":"KJ Arrow","year":"1965","unstructured":"Arrow KJ (1965) Aspects of the theory of risk-bearing. Academic Bookstore, Helsinki"},{"issue":"1","key":"713_CR6","doi-asserted-by":"publisher","first-page":"11","DOI":"10.1002\/(SICI)1099-1360(199701)6:1<11::AID-MCDA113>3.0.CO;2-K","volume":"6","author":"E Ballestero","year":"1997","unstructured":"Ballestero E (1997) Utility functions: a compromise programming approach to specification and optimization. J Multi-Criteria Decis Anal 6(1):11\u201316","journal-title":"J Multi-Criteria Decis Anal"},{"issue":"3","key":"713_CR7","doi-asserted-by":"publisher","first-page":"476","DOI":"10.1016\/S0377-2217(00)00084-9","volume":"131","author":"E Ballestero","year":"2001","unstructured":"Ballestero E (2001) Stochastic goal programming: a mean-variance approach. Eur J Op Res 131(3):476\u2013481","journal-title":"Eur J Op Res"},{"issue":"5","key":"713_CR8","doi-asserted-by":"publisher","first-page":"385","DOI":"10.1016\/j.omega.2004.02.003","volume":"32","author":"E Ballestero","year":"2004","unstructured":"Ballestero E, Pla-Santamaria D (2004) Selecting portfolios for mutual funds. Omega 32(5):385\u2013394","journal-title":"Omega"},{"key":"713_CR9","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-2827-9","volume-title":"Multiple criteria decision making and its applications to economic problems","author":"E Ballestero","year":"1998","unstructured":"Ballestero E, Romero C (1998) Multiple criteria decision making and its applications to economic problems. Kluwer Academic Publishers, Dordrecht"},{"issue":"2","key":"713_CR10","doi-asserted-by":"publisher","first-page":"487","DOI":"10.1016\/j.ejor.2011.07.011","volume":"216","author":"E Ballestero","year":"2012","unstructured":"Ballestero E, Bravo M, P\u00e9rez-Gladish B, Arenas-Parra M, Pla-Santamaria D (2012) Socially responsible investment: a multicriteria approach to portfolio selection combining ethical and financial objectives. Eur J Op Res 216(2):487\u2013494","journal-title":"Eur J Op Res"},{"issue":"6","key":"713_CR11","doi-asserted-by":"publisher","first-page":"967","DOI":"10.1016\/j.jedc.2005.04.001","volume":"30","author":"HS Bhamra","year":"2006","unstructured":"Bhamra HS, Uppal R (2006) The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility. J Econ Dyn Control 30(6):967\u2013991","journal-title":"J Econ Dyn Control"},{"issue":"1\u20132","key":"713_CR12","doi-asserted-by":"publisher","first-page":"137","DOI":"10.1007\/s10479-014-1633-3","volume":"245","author":"A Bilbao-Terol","year":"2016","unstructured":"Bilbao-Terol A, Jim\u00e9nez M, Arenas-Parra M (2016) A group decision making model based on goal programming with fuzzy hierarchy: an application to regional forest planning. Ann Op Res 245(1\u20132):137\u2013162","journal-title":"Ann Op Res"},{"key":"713_CR13","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-88908-3","volume-title":"Multiobjective optimization: interactive and evolutionary approaches","author":"J Branke","year":"2008","unstructured":"Branke J, Deb K, Miettinen K, Slowi\u0144ski R (2008) Multiobjective optimization: interactive and evolutionary approaches. Springer Science & Business Media, Berlin"},{"issue":"3","key":"713_CR14","doi-asserted-by":"publisher","first-page":"1123","DOI":"10.1016\/j.ejor.2008.04.034","volume":"196","author":"M Bravo","year":"2009","unstructured":"Bravo M, Gonzalez I (2009) Applying stochastic goal programming: a case study on water use planning. Eur J Op Res 196(3):1123\u20131129","journal-title":"Eur J Op Res"},{"key":"713_CR15","doi-asserted-by":"publisher","first-page":"431","DOI":"10.1016\/0038-0121(72)90016-X","volume":"6","author":"A Charnes","year":"1972","unstructured":"Charnes A, Collomb B (1972) Optimal economic stabilization policy: linear goal-programming models. Soc-Econ Plan Sci 6:431\u2013435","journal-title":"Soc-Econ Plan Sci"},{"issue":"1","key":"713_CR16","doi-asserted-by":"publisher","first-page":"38","DOI":"10.1287\/mnsc.4.1.38","volume":"4","author":"A Charnes","year":"1957","unstructured":"Charnes A, Cooper WW (1957) Management models and industrial applications of linear programming. Manag Sci 4(1):38\u201391","journal-title":"Manag Sci"},{"issue":"2","key":"713_CR17","doi-asserted-by":"publisher","first-page":"138","DOI":"10.1287\/mnsc.1.2.138","volume":"1","author":"A Charnes","year":"1955","unstructured":"Charnes A, Cooper WW, Ferguson RO (1955) Optimal estimation of executive compensation by linear programming. Manag Sci 1(2):138\u2013151","journal-title":"Manag Sci"},{"issue":"1","key":"713_CR18","doi-asserted-by":"publisher","first-page":"147","DOI":"10.1007\/s00780-005-0164-9","volume":"10","author":"P Cheridito","year":"2006","unstructured":"Cheridito P, Summer C (2006) Utility maximization under increasing risk aversion in one-period models. Finance Stoch 10(1):147\u2013158","journal-title":"Finance Stoch"},{"key":"713_CR19","doi-asserted-by":"publisher","first-page":"1326","DOI":"10.1016\/j.jclepro.2016.08.138","volume":"139","author":"M Choobineh","year":"2016","unstructured":"Choobineh M, Mohagheghi S (2016) A multi-objective optimization framework for energy and asset management in an industrial microgrid. J Clean Prod 139:1326\u20131338","journal-title":"J Clean Prod"},{"key":"713_CR20","unstructured":"Debreu G (1960) Topological methods in cardinal utility theory. In: Mathematical Methods in the Social Sciences. Standford University Press, Standford"},{"issue":"23","key":"713_CR21","doi-asserted-by":"publisher","first-page":"6971","DOI":"10.1080\/00207543.2014.920115","volume":"52","author":"M D\u00edaz-Madro\u00f1ero","year":"2014","unstructured":"D\u00edaz-Madro\u00f1ero M, Mula J, Jim\u00e9nez M (2014) Fuzzy goal programming for material requirements planning under uncertainty and integrity conditions. Int J Prod Res 52(23):6971\u20136988","journal-title":"Int J Prod Res"},{"issue":"5","key":"713_CR22","doi-asserted-by":"publisher","first-page":"457","DOI":"10.1002\/hec.915","volume":"14","author":"EH Elbasha","year":"2005","unstructured":"Elbasha EH (2005) Risk aversion and uncertainty in cost-effectiveness analysis: the expected-utility, moment-generating function approach. Health Econ 14(5):457\u2013470","journal-title":"Health Econ"},{"issue":"1","key":"713_CR23","doi-asserted-by":"publisher","first-page":"97","DOI":"10.1007\/s00186-007-0190-9","volume":"68","author":"CO Ewald","year":"2008","unstructured":"Ewald CO, Yang Z (2008) Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk. Math Methods Op Res 68(1):97\u2013123","journal-title":"Math Methods Op Res"},{"issue":"8","key":"713_CR24","doi-asserted-by":"publisher","first-page":"779","DOI":"10.1057\/jors.1986.138","volume":"37","author":"SI Gass","year":"1986","unstructured":"Gass SI (1986) A process for determining priorities and weights for large-scale linear goal programmes. J Op Res Soc 37(8):779\u2013785","journal-title":"J Op Res Soc"},{"key":"713_CR25","doi-asserted-by":"publisher","first-page":"588","DOI":"10.1016\/j.econmod.2013.05.006","volume":"33","author":"A Ghahtarani","year":"2013","unstructured":"Ghahtarani A, Najafi AA (2013) Robust goal programming for multi-objective portfolio selection problem. Econ Model 33:588\u2013592","journal-title":"Econ Model"},{"key":"713_CR26","doi-asserted-by":"publisher","DOI":"10.7551\/mitpress\/2622.001.0001","volume-title":"The economics of risk and time","author":"C Gollier","year":"2001","unstructured":"Gollier C (2001) The economics of risk and time. MIT press, Cambridge"},{"key":"713_CR27","doi-asserted-by":"publisher","first-page":"47","DOI":"10.1016\/j.omega.2015.08.008","volume":"62","author":"J Gonz\u00e1lez-Pach\u00f3n","year":"2016","unstructured":"Gonz\u00e1lez-Pach\u00f3n J, Romero C (2016) Bentham, Marx and Rawls ethical principles: in search for a compromise. Omega 62:47\u201351","journal-title":"Omega"},{"issue":"17","key":"713_CR28","doi-asserted-by":"publisher","first-page":"8181","DOI":"10.1007\/s00500-018-3453-x","volume":"23","author":"J Gonz\u00e1lez-Pach\u00f3n","year":"2019","unstructured":"Gonz\u00e1lez-Pach\u00f3n J, Diaz-Balteiro L, Romero C (2019) A multi-criteria approach for assigning weights in voting systems. Soft Comput 23(17):8181\u20138186","journal-title":"Soft Comput"},{"issue":"1","key":"713_CR29","doi-asserted-by":"publisher","first-page":"104","DOI":"10.1016\/j.omega.2011.04.001","volume":"40","author":"E Grigoroudis","year":"2012","unstructured":"Grigoroudis E, Orfanoudaki E, Zopounidis C (2012) Strategic performance measurement in a healthcare organisation: a multiple criteria approach based on balanced scorecard. Omega 40(1):104\u2013119","journal-title":"Omega"},{"issue":"2","key":"713_CR30","doi-asserted-by":"publisher","first-page":"636","DOI":"10.1016\/j.ejor.2017.03.072","volume":"262","author":"RW Hanks","year":"2017","unstructured":"Hanks RW, Weir JD, Lunday BJ (2017) Robust goal programming using different robustness echelons via norm-based and ellipsoidal uncertainty sets. Eur J Op Res 262(2):636\u2013646","journal-title":"Eur J Op Res"},{"issue":"6","key":"713_CR31","doi-asserted-by":"publisher","first-page":"749","DOI":"10.1080\/03052159908941395","volume":"31","author":"JP Ignizio","year":"1999","unstructured":"Ignizio JP (1999) Illusions of optimality. Eng Optim 31(6):749\u2013761","journal-title":"Eng Optim"},{"issue":"3","key":"713_CR32","doi-asserted-by":"publisher","first-page":"887","DOI":"10.1111\/itor.12405","volume":"25","author":"M Jim\u00e9nez","year":"2018","unstructured":"Jim\u00e9nez M, Bilbao-Terol A, Arenas-Parra M (2018) A model for solving incompatible fuzzy goal programming: an application to portfolio selection. Int Trans Op Res 25(3):887\u2013912","journal-title":"Int Trans Op Res"},{"issue":"1","key":"713_CR33","doi-asserted-by":"publisher","first-page":"208","DOI":"10.1016\/j.geb.2009.07.001","volume":"68","author":"O Johansson-Stenman","year":"2010","unstructured":"Johansson-Stenman O (2010) Risk aversion and expected utility of consumption over time. Games Econ Behav 68(1):208\u2013219","journal-title":"Games Econ Behav"},{"issue":"1","key":"713_CR34","doi-asserted-by":"publisher","first-page":"238","DOI":"10.1016\/j.ejor.2011.03.012","volume":"213","author":"D Jones","year":"2011","unstructured":"Jones D (2011) A practical weight sensitivity algorithm for goal and multiple objective programming. Eur J Op Res 213(1):238\u2013245","journal-title":"Eur J Op Res"},{"key":"713_CR35","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4419-5771-9","volume-title":"Practical goal programming","author":"D Jones","year":"2010","unstructured":"Jones D, Tamiz M (2010) Practical goal programming. Springer, New York"},{"issue":"11","key":"713_CR36","doi-asserted-by":"publisher","first-page":"1257","DOI":"10.1287\/mnsc.29.11.1257","volume":"29","author":"JG Kallberg","year":"1983","unstructured":"Kallberg JG, Ziemba WT (1983) Comparison of alternative utility functions in portfolio selection problems. Manag Sci 29(11):1257\u20131276","journal-title":"Manag Sci"},{"issue":"9\u201310","key":"713_CR37","doi-asserted-by":"publisher","first-page":"634","DOI":"10.1016\/j.jmateco.2008.08.008","volume":"45","author":"R Kihlstrom","year":"2009","unstructured":"Kihlstrom R (2009) Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors. J Math Econ 45(9\u201310):634\u2013663","journal-title":"J Math Econ"},{"key":"713_CR38","unstructured":"Kluyver T, Ragan-Kelley B, P\u00e9rez F, Granger BE, Bussonnier M, Frederic J, Kelley K, Hamrick JB, Grout J, Corlay S, et\u00a0al (2016) Jupyter notebooks-a publishing format for reproducible computational workflows. In: ELPUB, pp. 87\u201390"},{"issue":"5","key":"713_CR39","doi-asserted-by":"publisher","first-page":"519","DOI":"10.1287\/mnsc.37.5.519","volume":"37","author":"H Konno","year":"1991","unstructured":"Konno H, Yamazaki H (1991) Mean-absolute deviation portfolio optimization model and its applications to tokyo stock market. Manag Sci 37(5):519\u2013531","journal-title":"Manag Sci"},{"key":"713_CR40","unstructured":"Kraft D (1988) A software package for sequential quadratic programming. Forschungsbericht- Deutsche Forschungs- und Versuchsanstalt fur Luft- und Raumfahrt 28"},{"key":"713_CR41","volume-title":"Foundations of measurement: geometrical, threshold, and probabilistic representations","author":"D Krantz","year":"1971","unstructured":"Krantz D, Luce D, Suppes P, Tversky A (1971) Foundations of measurement: geometrical, threshold, and probabilistic representations. Academic Press, New York"},{"issue":"3","key":"713_CR42","first-page":"501","volume":"33","author":"D Kuchta","year":"2004","unstructured":"Kuchta D (2004) Robust goal programming. Control Cybern 33(3):501\u2013510","journal-title":"Control Cybern"},{"issue":"1","key":"713_CR43","doi-asserted-by":"publisher","first-page":"43","DOI":"10.1007\/s11238-005-7303-9","volume":"59","author":"E Langlais","year":"2005","unstructured":"Langlais E (2005) Willingness to pay for risk reduction and risk aversion without the expected utility assumption. Theory Decis 59(1):43\u201350","journal-title":"Theory Decis"},{"issue":"1","key":"713_CR44","first-page":"77","volume":"7","author":"H Markowitz","year":"1952","unstructured":"Markowitz H (1952) Portfolio selection. J Financ 7(1):77\u201391","journal-title":"J Financ"},{"issue":"1\u20132","key":"713_CR45","doi-asserted-by":"publisher","first-page":"179","DOI":"10.1007\/s10479-015-1884-7","volume":"251","author":"H Masri","year":"2017","unstructured":"Masri H (2017) A multiple stochastic goal programming approach for the agent portfolio selection problem. Ann Op Res 251(1\u20132):179\u2013192","journal-title":"Ann Op Res"},{"key":"713_CR46","doi-asserted-by":"publisher","first-page":"451","DOI":"10.1016\/j.compchemeng.2017.09.007","volume":"116","author":"LR Matthews","year":"2018","unstructured":"Matthews LR, Guzman YA, Floudas CA (2018) Generalized robust counterparts for constraints with bounded and unbounded uncertain parameters. Comput Chem Eng 116:451\u2013467","journal-title":"Comput Chem Eng"},{"key":"713_CR47","first-page":"56","volume":"33","author":"BA McCarl","year":"1989","unstructured":"McCarl BA, Bessler DA (1989) Estimating an upper bound on the pratt risk a version coefficient when the utility function is unknown. Aust J Agric Econ 33:56","journal-title":"Aust J Agric Econ"},{"issue":"1\u20132","key":"713_CR48","doi-asserted-by":"publisher","first-page":"193","DOI":"10.1007\/s10479-015-1937-y","volume":"251","author":"L Messaoudi","year":"2017","unstructured":"Messaoudi L, Aouni B, Rebai A (2017) Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection. Ann Op Res 251(1\u20132):193\u2013204","journal-title":"Ann Op Res"},{"key":"713_CR49","doi-asserted-by":"crossref","unstructured":"Miettinen K, Ruiz F, Wierzbicki AP (2008) Introduction to multiobjective optimization: interactive approaches. In: Multiobjective Optimization. Springer, Berlin, pp 27\u201357","DOI":"10.1007\/978-3-540-88908-3_2"},{"issue":"1","key":"713_CR50","doi-asserted-by":"publisher","first-page":"25","DOI":"10.1016\/j.ejor.2008.06.012","volume":"197","author":"MM Mu\u00f1oz","year":"2009","unstructured":"Mu\u00f1oz MM, Ruiz F (2009) ISTMO: an interval reference point-based method for stochastic multiobjective programming problems. Eur J Op Res 197(1):25\u201335","journal-title":"Eur J Op Res"},{"issue":"1","key":"713_CR51","doi-asserted-by":"publisher","first-page":"195","DOI":"10.1007\/s00291-008-0153-4","volume":"32","author":"MM Mu\u00f1oz","year":"2010","unstructured":"Mu\u00f1oz MM, Luque M, Ruiz F (2010) Interest: a reference-point-based interactive procedure for stochastic multiobjective programming problems. OR Spectr 32(1):195\u2013210","journal-title":"OR Spectr"},{"issue":"2","key":"713_CR52","doi-asserted-by":"publisher","first-page":"498","DOI":"10.1016\/j.ejor.2018.11.042","volume":"278","author":"R Oliveira","year":"2019","unstructured":"Oliveira R, Zanella A, Camanho AS (2019) The assessment of corporate social responsibility: the construction of an industry ranking and identification of potential for improvement. Eur J Op Res 278(2):498\u2013513","journal-title":"Eur J Op Res"},{"issue":"1\u20132","key":"713_CR53","doi-asserted-by":"publisher","first-page":"122","DOI":"10.2307\/1913738","volume":"32","author":"JW Pratt","year":"1964","unstructured":"Pratt JW (1964) Risk aversion in the small and in the large. Econometrica 32(1\u20132):122\u2013136","journal-title":"Econometrica"},{"key":"713_CR54","volume-title":"Handbook of critical issues in goal programming","author":"C Romero","year":"1991","unstructured":"Romero C (1991) Handbook of critical issues in goal programming. Pergamon Press, Oxford"},{"issue":"4","key":"713_CR55","doi-asserted-by":"publisher","first-page":"363","DOI":"10.1080\/0013791X.2018.1456596","volume":"63","author":"F Salas-Molina","year":"2018","unstructured":"Salas-Molina F, Rodr\u00edguez-Aguilar JA, Pla-Santamaria D (2018) Boundless multiobjective models for cash management. Eng Econ 63(4):363\u2013381","journal-title":"Eng Econ"},{"issue":"1","key":"713_CR56","doi-asserted-by":"publisher","first-page":"67","DOI":"10.1007\/s11166-007-9017-6","volume":"35","author":"L Schechter","year":"2007","unstructured":"Schechter L (2007) Risk aversion and expected-utility theory: a calibration exercise. J Risk Uncertain 35(1):67\u201376","journal-title":"J Risk Uncertain"},{"issue":"2","key":"713_CR57","first-page":"291","volume":"17","author":"M Tamiz","year":"1996","unstructured":"Tamiz M, Jones D (1996) Goal programming and pareto efficiency. J Inf Optim Sci 17(2):291\u2013307","journal-title":"J Inf Optim Sci"},{"issue":"1","key":"713_CR58","doi-asserted-by":"publisher","first-page":"364","DOI":"10.1016\/j.ejor.2018.12.042","volume":"276","author":"MG Tsionas","year":"2019","unstructured":"Tsionas MG (2019) Multi-objective optimization using statistical models. Eur J Op Res 276(1):364\u2013378","journal-title":"Eur J Op Res"},{"issue":"2","key":"713_CR59","doi-asserted-by":"publisher","first-page":"73","DOI":"10.1016\/1057-0810(92)90003-U","volume":"2","author":"W Woerheide","year":"1993","unstructured":"Woerheide W, Persson D (1993) An index of portfolio diversification. Financ Serv Rev 2(2):73\u201385","journal-title":"Financ Serv Rev"},{"issue":"1","key":"713_CR60","doi-asserted-by":"publisher","first-page":"65","DOI":"10.1016\/j.omega.2011.03.007","volume":"40","author":"Y Xu","year":"2012","unstructured":"Xu Y, Yeh CH (2012) An integrated approach to evaluation and planning of best practices. Omega 40(1):65\u201378","journal-title":"Omega"},{"issue":"3","key":"713_CR61","doi-asserted-by":"publisher","first-page":"338","DOI":"10.1016\/S0019-9958(65)90241-X","volume":"8","author":"LA Zadeh","year":"1965","unstructured":"Zadeh LA (1965) Fuzzy sets. Inf Control 8(3):338\u2013353","journal-title":"Inf Control"}],"container-title":["Operational Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s12351-022-00713-1.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s12351-022-00713-1\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s12351-022-00713-1.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,10,22]],"date-time":"2022-10-22T15:21:06Z","timestamp":1666452066000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s12351-022-00713-1"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,5,19]]},"references-count":61,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2022,11]]}},"alternative-id":["713"],"URL":"https:\/\/doi.org\/10.1007\/s12351-022-00713-1","relation":{},"ISSN":["1109-2858","1866-1505"],"issn-type":[{"type":"print","value":"1109-2858"},{"type":"electronic","value":"1866-1505"}],"subject":[],"published":{"date-parts":[[2022,5,19]]},"assertion":[{"value":"5 October 2021","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"17 February 2022","order":2,"name":"revised","label":"Revised","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"16 April 2022","order":3,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"19 May 2022","order":4,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}