logo
CanyamAI summaries for academic research
language
MobileMobile
  • Phone FeatureWeChat Mini Program
EnglishEnglish
noticeNotice
BlogBlog
delete
arrow
Return

On multiobjective optimization in portfolio management

delete2005-08-01
delete6
PRE
AI
E
E. Ahmed
M
Mahmoud El-Alem
DOI：10.1016/j.amc.2004.06.115delete
deleteOriginal
deleteOriginal request for help
deleteShare
deleteSave
Abstract

Abstract

En 中文
Several multiobjective optimization methods (MOB) are discussed. Two methods are modified and applied to portfolio management problem. A one parameter relation is derived for efficient portfolios. The second method gives several efficient portfolios. (c) 2004 Elsevier Inc. All rights reserved.
Keywords:
multiobjective optimization
Keeny-Raiffa and compromise methods
portfolio management

Journal

Applied Mathematics and Computation cover
Applied Mathematics and Computation
IF:
3.4
Papers:
2.3W
Citations:
3.3W

Organization

No organization information available