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zbMath1183.91169MaRDI QIDQ3377574

Tapan Kumar Roy, Bablu Samanta

Publication date: 28 March 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

entropy portfolio optimization multi-objective model fuzzy mathematical programming

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

Related Items (1)

Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs

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