Multi-objective portfolio optimization model
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Publication:3377574
zbMATH Open1183.91169MaRDI QIDQ3377574FDOQ3377574
Authors: Bablu Samanta, Tapan Kumar Roy 
Publication date: 28 March 2006
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Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cited In (7)
- Multi-Portfolio Optimization: A Potential Game Approach
- Revisions of modern portfolio theory optimization model
- Multi-objective mean-variance-skewness model for portfolio optimization
- Equity portfolio construction and selection using multiobjective mathematical programming
- On multiobjective optimization in portfolio management
- Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs
- Title not available (Why is that?)
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