An interactive compromise programming for portfolio investment problem

MaRDI QIDQ4989569zbMATH OpenFDO

Authors Olga V. Karelkina

Publication date 25 May 2021

zbMATH Keywords

interactive multicriteria optimizationMarkowitz modelmean-variance portfolio optimizationmodern portfolio theoryparametrized achievement scalarizing functions

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Portfolio theory (91G10)

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(3)

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