A robust multiobjective mathematical model optimizing stock portfolio

DOI10.1155/2022/4105105MaRDI QIDQ2676017zbMATH OpenOpenAlexFDO

Authors M. Sadri, Alireza Sadeghi, Mahdi Madanchi Zaj, Esmaeel Afzoon, Helia Dardaei-Beiragh

Publication date 27 September 2022

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2022/4105105

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Portfolio theory (91G10) Stochastic programming (90C15)

Cites work

• scientific article; zbMATH DE number 3175708 (Why is no real title available?)
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• Robust goal programming
• Robust portfolio decision analysis: an application to the energy research and development portfolio problem
• Robust solutions of linear programming problems contaminated with uncertain data

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