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)

Full work available at URL https://doi.org/10.1007/S12597-024-00787-9

zbMATH Keywords

interval analysisinterval linear equationsportfolio selectionsensitivity analysis

Mathematics Subject Classification ID

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

Cites work

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Cited in

(1)

• Estimation of lower bound for the smallest singular value enclosure of interval matrices

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