On multiobjective optimization in portfolio management

DOI10.1016/J.AMC.2004.06.115zbMath1096.91020OpenAlexW2142211051MaRDI QIDQ2570740

Yanyan Li

Publication date: 28 October 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2004.06.115

zbMATH Keywords

Portfolio managementMultiobjective optimizationKeeny-Raiffa and compromise methods

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29)

Related Items (3)

Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model ⋮ On globally convergent multi-objective optimization ⋮ Stock market prediction and portfolio selection models: a survey

Cites Work

• A tool to convert continuous multiobjective optimisation test problems into combinatorial ones

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