Article ID Journal Published Year Pages File Type
9506501 Applied Mathematics and Computation 2005 6 Pages PDF
Abstract
Several multiobjective optimization methods (MOB) are discussed. Two methods are modified and applied to portfolio management problem. A one parameter relation is derived for efficient portfolios. The second method gives “several” efficient portfolios.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Preview
On multiobjective optimization in portfolio management
Authors
, ,