scholarly journals A class of stochastic optimization problems with one quadratic & several linear objective functions and extended portfolio selection model

2002 ◽  
Vol 146 (1) ◽  
pp. 99-113 ◽  
Author(s):  
Jiuping Xu ◽  
Jun Li
Keyword(s):  
Stochastic Optimization ◽  
Portfolio Selection ◽  
Optimization Problems ◽  
Selection Model ◽  
Objective Functions ◽  
Linear Objective Functions ◽  
Portfolio Selection Model

scholarly journals An Efficient Portfolio with Several Objectives and Varying Parameters

2018 ◽  
Vol 3 (4) ◽  
pp. 335-350 ◽  
Author(s):  
Mrinal Jana ◽  
Geetanjali Panda ◽  
Neelesh Agrawal
Keyword(s):  
Portfolio Selection ◽  
Stock Exchange ◽  
Selection Model ◽  
Optimal Portfolio ◽  
Objective Functions ◽  
Market Data ◽  
Varying Parameters ◽  
Portfolio Selection Model ◽  
Portfolio Return

We investigate a portfolio selection model with several objective functions, whose coefficients are uncertain and vary between some bounds. A preferable efficient portfolio of the model is obtained, which provides the range within which the portfolio return and the moments would vary. An optimal portfolio for the forecasted returns of stocks is found with actual market data from the Bombay Stock Exchange, India.

scholarly journals A note on the integrability of the classical portfolio selection model

2010 ◽  
Vol 23 (9) ◽  
pp. 1114-1119 ◽  
Author(s):  
V. Naicker ◽  
J.G. O’Hara ◽  
P.G.L. Leach
Keyword(s):  
Portfolio Selection ◽  
Selection Model ◽  
Portfolio Selection Model
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