Solution of Extended Multi-Objective Portfolio Selection Problem in Uncertain Environment Using Weighted Tchebycheff Method
In this paper, a mathematical model for an extended multi-objective portfolio selection (EMOPS) problem is explored with liquidity considered as another objective function besides the risk and return. The model is mathematically formulated in an uncertain environment. The concerned uncertainty is de...
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2022-09-01
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| Col·lecció: | Computers |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/2073-431X/11/10/144 |
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