In this paper, we first consider a multi-objective Portfolio Selection model and then we add another entropy objective function and next we generalized the model. We solve the problems using Neutrosophic optimization technique. The models are illustrated with numerical examples
For modeling imprecise and indeterminate data for multi-objective decision making, two different met...
The traditional Markowitz approach to portfolio optimization assumes that we know the means, varianc...
A well renowned problem in the world of finance is optimization of investment portfolios. An investo...
[[abstract]]Multi-objective non-linear programs occur in various fields of applications in O.R. One ...
[[abstract]]Multi-objective non-linear programs occur in various fields of applications in O.R. One ...
In this paper we have considered a multi-objective asset portfolio selection optimization model with...
This dissertation explores the use of information entropy as a risk measure for the purpose of inves...
AbstractIn this paper, we introduce the possibilistic mean value and variance of continuous distribu...
Neutrosophic set is considered as a generalized of crisp set, fuzzy set, and intuitionistic fuzzy se...
Neutrosophic set is considered as a generalized of crisp set, fuzzy set, and intuitionistic fuzzy se...
This paper considers a multi-objective portfolio selection problem imposed by gaining of portfolio, ...
"Practical usage of optimal portfolio diversification using maximum entropy principle" by Ostap Chop...
AbstractIn this paper, we introduce the possibilistic mean value and variance of continuous distribu...
Recently, different methods have been proposed for portfolio optimization and decision making on inv...
Investment portfolio selection is a difficult subject due to the presence of competing factors. Choo...
For modeling imprecise and indeterminate data for multi-objective decision making, two different met...
The traditional Markowitz approach to portfolio optimization assumes that we know the means, varianc...
A well renowned problem in the world of finance is optimization of investment portfolios. An investo...
[[abstract]]Multi-objective non-linear programs occur in various fields of applications in O.R. One ...
[[abstract]]Multi-objective non-linear programs occur in various fields of applications in O.R. One ...
In this paper we have considered a multi-objective asset portfolio selection optimization model with...
This dissertation explores the use of information entropy as a risk measure for the purpose of inves...
AbstractIn this paper, we introduce the possibilistic mean value and variance of continuous distribu...
Neutrosophic set is considered as a generalized of crisp set, fuzzy set, and intuitionistic fuzzy se...
Neutrosophic set is considered as a generalized of crisp set, fuzzy set, and intuitionistic fuzzy se...
This paper considers a multi-objective portfolio selection problem imposed by gaining of portfolio, ...
"Practical usage of optimal portfolio diversification using maximum entropy principle" by Ostap Chop...
AbstractIn this paper, we introduce the possibilistic mean value and variance of continuous distribu...
Recently, different methods have been proposed for portfolio optimization and decision making on inv...
Investment portfolio selection is a difficult subject due to the presence of competing factors. Choo...
For modeling imprecise and indeterminate data for multi-objective decision making, two different met...
The traditional Markowitz approach to portfolio optimization assumes that we know the means, varianc...
A well renowned problem in the world of finance is optimization of investment portfolios. An investo...