scholarly journals Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets

2017 ◽  
Vol 13 (5) ◽  
pp. 0-0
Author(s):  
Yue Qi ◽  
◽  
Xiaolin Li ◽  
Su Zhang ◽  
Keyword(s):  
Portfolio Selection ◽  
Equality Constraints ◽  
Efficient Sets

AN APPROACH TO THE PROBLEM OF PORTFOLIO SELECTION

1996 ◽  
Vol 01 (01) ◽  
Author(s):  
T. Lorenzana ◽  
N. Márquez ◽  
S. Sardà
Keyword(s):  
Portfolio Selection

A DOWNSIDE RISK APPROACH FOR THE PORTFOLIO SELECTION PROBLEM WITH FUZZY RETURNS

2004 ◽  
Vol 09 (01) ◽  
Author(s):  
Teresa León ◽  
Vicente Liern ◽  
Paulina Marco ◽  
Enriqueta Vercher ◽  
José Vicente Segura
Keyword(s):  
Portfolio Selection ◽  
Downside Risk ◽  
Selection Problem ◽  
Portfolio Selection Problem ◽  
Risk Approach
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