On analyzing and detecting multiple optima of portfolio optimization

DOI10.3934/JIMO.2017048MaRDI QIDQ1716944zbMATH OpenOpenAlexFDO

Authors Yue Qi, Zhihao Wang, Su Zhang

Publication date 5 February 2019

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2017048

zbMATH Keywords

multiple efficient solutionsmultiple optimal solutionsmultiple-objective optimizationparametric quadratic programmingportfolio optimization

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Multi-objective and goal programming (90C29)

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Cited in

(3)

• The use of the multi-cumulant tensor analysis for the algorithmic optimisation of investment portfolios
• scientific article; zbMATH DE number 2159078 (Why is no real title available?)
• Portfolio selection balancing concentration and diversification

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