Portfolio optimization based on bi-objective linear programming

DOI10.1051/RO/2023170MaRDI QIDQ6127651zbMATH OpenFDO

Authors M. A. Yaghoobi

Publication date 14 April 2024

Published in RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/RO/2023170

zbMATH Keywords

efficient frontierlinear programmingmulti-criteria optimizationportfolio optimization

Mathematics Subject Classification ID

Linear programming (90C05) Multi-objective and goal programming (90C29) Applications of mathematical programming (90C90)

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