Portfolio selection problem with interval coefficients

DOI10.1016/S0893-9659(03)00071-5zbMath1076.91016OpenAlexW2001133140MaRDI QIDQ1431868

D. Massart

Publication date: 11 June 2004

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0893-9659(03)00071-5

zbMATH Keywords

Portfolio selectionRobust solutionMean-variance analysisMultiple objective problem

Mathematics Subject Classification ID

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

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Cites Work

• Possible and necessary efficiency in possibilistic multiobjective linear programming problems and possible efficiency test
• Linear Multiple Objective Problems with Interval Coefficients
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