An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization
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Publication:2099941
DOI10.1007/s00500-020-05541-zzbMath1498.90224OpenAlexW3119274972MaRDI QIDQ2099941
Publication date: 21 November 2022
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-020-05541-z
efficient solutionportfolio selection problemnonlinear optimization probleminterval valued functioninterval optimization problem
Nonlinear programming (90C30) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
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