On analyzing and detecting multiple optima of portfolio optimization

DOI10.3934/jimo.2017048zbMath1412.90072OpenAlexW2662129024MaRDI QIDQ1716944

Su Zhang, Zhihao Wang, Yue Qi

Publication date: 5 February 2019

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2017048

zbMATH Keywords

portfolio optimizationmultiple-objective optimizationmultiple optimal solutionsparametric quadratic programmingmultiple efficient solutions

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Management decision making, including multiple objectives (90B50)

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