An interval linear programming approach for portfolio selection model
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- Elif Garajová & Milan Hladík & Miroslav Rada, 2019. "Interval linear programming under transformations: optimal solutions and optimal value range," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 27(3), pages 601-614, September.
- P. Kumar & A. K. Bhurjee, 2022. "Multi-objective enhanced interval optimization problem," Annals of Operations Research, Springer, vol. 311(2), pages 1035-1050, April.
- P. Kumar & G. Panda, 2017. "Solving nonlinear interval optimization problem using stochastic programming technique," OPSEARCH, Springer;Operational Research Society of India, vol. 54(4), pages 752-765, December.
- P. Kumar & Jyotirmayee Behera & A. K. Bhurjee, 2022. "Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis," OPSEARCH, Springer;Operational Research Society of India, vol. 59(1), pages 41-77, March.
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Keywords
interval linear programming; order relation; portfolio selection; semi-absolute deviation; uncertainty; financial markets; total expected returns; risk levels; asset investments.;All these keywords.
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