scientific article; zbMATH DE number 6934890

MaRDI QIDQ4586028zbMATH OpenFDO

Authors Sandra García, David Quintana, Inés M. Galván, Pedro Isasi

Publication date 11 September 2018

zbMATH Keywords

robust portfoliomultiobjective evolutionary algorithmsfinancial portfolio optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Numerical methods (including Monte Carlo methods) (91G60) Portfolio theory (91G10)

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(2)

• A non-probabilistic methodology for reliable sustainability planning: an application to the Iraqi national irrigation system
• A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios

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