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Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets - MaRDI portal

Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets (Q1983708)

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scientific article; zbMATH DE number 7394153
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English
Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets
scientific article; zbMATH DE number 7394153

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    Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets (English)
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    10 September 2021
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    multiple-objective optimization
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    multiple-objective portfolio selection
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    efficient set
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    nondominated set
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    paraboloid
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    constraint
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