Cross-entropy based multi-objective uncertain portfolio selection problem

DOI10.3233/JIFS-169212zbMATH Open1376.91150OpenAlexW2617506350MaRDI QIDQ4598487FDOQ4598487

Authors Mohuya B. Kar, Saibal Majumder, Tandra Pal, Samarjit Kar 

Publication date 21 December 2017

Published in Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3233/jifs-169212

zbMATH Keywords

portfolio selectionmulti-objective genetic algorithmuncertain variablesuncertain multi-objective programming

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

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