Multi-objective Mathematical Model for Asset Portfolio Selection using Neutrosophic Goal Programming Technique
In this paper we have considered a multi-objective asset portfolio selection optimization model with the objectives maximization of the expected return of the portfolio and simultaneously minimizing the overall risk of the asset portfolio. Our model is an improved and enlarged version in a particula...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of New Mexico
2022-06-01
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| Series: | Neutrosophic Sets and Systems |
| Subjects: | |
| Online Access: | http://fs.unm.edu/NSS/PortfolioSelectionNeutrosophic20.pdf |