An interval linear programming approach for portfolio selection model

DOI10.1504/IJOR.2016.10000053zbMath1362.90282OpenAlexW2501400388MaRDI QIDQ2627753

Pankaj Kumar, Geetanjali Panda, U. C. Gupta

Publication date: 31 May 2017

Published in: International Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijor.2016.10000053

zbMATH Keywords

uncertaintyfinancial marketsportfolio selectioninterval linear programmingorder relationrisk levelssemi-absolute deviationasset investmentstotal expected returns

Mathematics Subject Classification ID

Linear programming (90C05) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Financial applications of other theories (91G80) Portfolio theory (91G10)

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