scientific article; zbMATH DE number 915990

MaRDI QIDQ4889474zbMATH OpenFDO

Authors

Publication date 28 October 1996

zbMATH Keywords

interactive branch and boundportfolio riskportfolio selection

Mathematics Subject Classification ID

Linear programming (90C05) Multi-objective and goal programming (90C29) Portfolio theory (91G10)

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(6)

• An interactive reference point approach for multiobjective mixed-integer programming using branch-and-bound
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• Interactive portfolio selection involving multicriteria sorting models
• Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
• A review of interactive methods for multiobjective integer and mixed-integer programming

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