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Enrique Ballestero
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Journal Articles
- 2012
- [j15]Enrique Ballestero, Mila Bravo
, Blanca Pérez-Gladish
Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives. Eur. J. Oper. Res. 216(2): 487-494 (2012) - [j14]Enrique Ballestero, Ana Garcia-Bernabeu
Portfolio Selection with Multiple Time Horizons: A Mean Variance - Stochastic Goal Programming Approach. INFOR Inf. Syst. Oper. Res. 50(3): 106-116 (2012) - 2009
- [j13]Enrique Ballestero, Blanca Pérez-Gladish
Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas. INFOR Inf. Syst. Oper. Res. 47(1): 59-70 (2009) - 2007
- [j12]Enrique Ballestero, Markus Günther
Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges. Eur. J. Oper. Res. 181(3): 1476-1487 (2007) - [j11]Enrique Ballestero:
Compromise programming: A utility-based linear-quadratic composite metric from the trade-off between achievement and balanced (non-corner) solutions. Eur. J. Oper. Res. 182(3): 1369-1382 (2007) - 2006
- [j10]Enrique Ballestero, Concha Bielza
A decision approach to competitive electronic sealed-bid auctions for land. J. Oper. Res. Soc. 57(9): 1126-1133 (2006) - 2004
- [j9]Enrique Ballestero:
Selecting Textile Products by manufacturing Companies under Uncertainty. Asia Pac. J. Oper. Res. 21(2): 141-162 (2004) - [j8]Enrique Ballestero, José Alberto Maldonado
Objective measurement of efficiency: applying single price model to rank hospital activities. Comput. Oper. Res. 31(4): 515-532 (2004) - 2002
- [j7]Enrique Ballestero:
Strict Uncertainty: A Criterion for Moderately Pessimistic Decision Makers. Decis. Sci. 33(1): 87-108 (2002) - 2001
- [j6]Enrique Ballestero:
Stochastic goal programming: A mean-variance approach. Eur. J. Oper. Res. 131(3): 476-481 (2001) - 2000
- [j5]Enrique Ballestero:
Project finance: a multi-criteria approach to arbitration. J. Oper. Res. Soc. 51(2): 183-197 (2000) - 1999
- [j4]Enrique Ballestero:
Measuring efficiency by a single price system. Eur. J. Oper. Res. 115(3): 616-623 (1999) - 1998
- [j3]Enrique Ballestero:
Approximating the optimum portfolio for an investor with particular preferences. J. Oper. Res. Soc. 49(9): 998-1000 (1998) - 1993
- [j2]Enrique Ballestero, Carlos Romero:
Weighting in compromise programming: A theorem on shadow prices. Oper. Res. Lett. 13(5): 325-329 (1993) - 1991
- [j1]Enrique Ballestero, Carlos Romero:
A theorem connecting utility function optimization and compromise programming. Oper. Res. Lett. 10(7): 421-427 (1991)
Coauthor Index
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