Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets
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Publication:1983708
DOI10.3934/jimo.2020033zbMath1476.90156OpenAlexW3006970070MaRDI QIDQ1983708
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
constraintefficient setmultiple-objective optimizationnondominated setparaboloidmultiple-objective portfolio selection
Multi-objective and goal programming (90C29) Management decision making, including multiple objectives (90B50)
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