Pruning Pareto optimal solutions for multi-objective portfolio asset management
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Publication:2242207
DOI10.1016/j.ejor.2021.04.053zbMath1487.91128OpenAlexW3159352788MaRDI QIDQ2242207
Ajith Kumar Parlikad, Anupong Wannakrairot, Sanyapong Petchrompo
Publication date: 9 November 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2021.04.053
multiple criteria analysismultiple objective programmingdata clusteringasset managementPareto pruning
Related Items (3)
A robust multiobjective mathematical model optimizing stock portfolio ⋮ Supporting strategy selection in multiobjective decision problems under uncertainty and hidden requirements ⋮ A novel graph-theoretical clustering approach to find a reduced set with extreme solutions of Pareto optimal solutions for multi-objective optimization problems
Uses Software
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