Linear programming and its application techniques in optimizing portfolio selection of a firm

DOI10.1155/2020/8817909zbMath1499.90126OpenAlexW3111967713MaRDI QIDQ2228304

Nathaniel K. Oladejo, Abimbola Abolarinwa, Sulyman O. Salawu

Publication date: 17 February 2021

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

Full work available at URL: https://doi.org/10.1155/2020/8817909

Mathematics Subject Classification ID

Linear programming (90C05) Portfolio theory (91G10)

Cites Work

• Multiple criteria linear programming model for portfolio selection
• A Minimax Portfolio Selection Rule with Linear Programming Solution
• Linear optimization with multiple equitable criteria
• Optimal portfolios using linear programming models

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