On convex multiobjective programs with application to portfolio optimization-Reference-Cited by-同舟云学术

On convex multiobjective programs with application to portfolio optimization

Published:2019-11-07 Issue:3-4 Volume:27 Page:189-202
ISSN:1057-9214
Container-title:Journal of Multi-Criteria Decision Analysis
language:en
Short-container-title:J Multi‐Crit Decis Anal

Author:

Jayasekara Pubudu L.W.¹^ORCID,Adelgren Nathan²,Wiecek Margaret M.¹

Affiliation:

1. School of Mathematical and Statistical Sciences Clemson University Clemson South Carolina

2. Department of Mathematics and Computer Science Edinboro University Edinboro Pennsylvania

Funder

Office of Naval Research

Publisher

Wiley

Subject

Strategy and Management,General Decision Sciences

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/mcda.1690

Reference54 articles.

1. Abraham Z.(2013).Multiobjective regression with application to the climate domain. (Ph.D. Thesis) East Lansing MI.

2. Adelgren N.(2016).Solution techniques for classes of biobjective and parametric programs. (Ph.D. Thesis) Clemson SC.

3. Adelgren N.(2019). Accessed June 18 2019.https://github.com/Nadelgren/mpLCP_solver

4. The mean‐variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms;Anagnostopoulos K. P.;Expert Systems with Applications,2011

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