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

DOI10.3934/jimo.2020033zbMath1476.90156OpenAlexW3006970070MaRDI QIDQ1983708

Su Zhang, Yue Qi, Xiao-Lin Li

Publication date: 10 September 2021

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

Full work available at URL: https://doi.org/10.3934/jimo.2020033

zbMATH Keywords

constraintefficient setmultiple-objective optimizationnondominated setparaboloidmultiple-objective portfolio selection

Mathematics Subject Classification ID

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

Cites Work

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