On the sensitivity of some portfolio optimization models using interval analysis

DOI10.1007/S12597-024-00787-9MaRDI QIDQ7012719zbMATH OpenFDO

Authors Sarishti Singh, Geetanjali Panda

Publication date 17 March 2025

Published in Opsearch (Search for Journal in Brave)

zbMATH Keywords

sensitivity analysisportfolio selectioninterval analysisinterval linear equations

Mathematics Subject Classification ID

Portfolio theory (91G10) Linear equations (linear algebraic aspects) (15A06) Computational methods for problems pertaining to operations research and mathematical programming (90-08) General methods in interval analysis (65G40) Operations research and management science (90Bxx) Special matrices (15B99)

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