Risk-controlled multiobjective portfolio selection problem using a principle of compromise

DOI10.1155/2014/232375zbMath1407.90288OpenAlexW2158789319WikidataQ59064023 ScholiaQ59064023MaRDI QIDQ1717903

Takashi Hasuike, Hideki Katagiri

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/232375

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Financial applications of other theories (91G80) Portfolio theory (91G10)

Related Items (1)

Geometric compromise programming: application in portfolio selection

Cites Work

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