Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets
DOI10.3934/JIMO.2020033zbMATH Open1476.90156OpenAlexW3006970070MaRDI QIDQ1983708FDOQ1983708
Publication date: 10 September 2021
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2020033
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constraintmultiple-objective optimizationnondominated setefficient setparaboloidmultiple-objective portfolio selection
Management decision making, including multiple objectives (90B50) Multi-objective and goal programming (90C29)
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