A general optimization problem whose parameters and decision variables are intervals, is
known as an enhanced interval optimization problem. This article has focused on nonlinear …

In this paper, we consider a multiple objective optimization problem whose decision
variables and parameters are intervals. Existence of solution of this problem is studied by …

Portfolio optimization encompasses the optimal assignment of limited capital to different
available financial assets to achieve a reasonable trade-off between profit and risk. This …

In this paper, multiobjective optimization problem is considered in which parameters of
objective functions (expected return, risk, skewness, kurtosis, and entropy) are estimated as …

Purpose This paper aims to explore the trade-off between liquidity, risk and return under
sectoral diversification across distinct economic settings and investment strategies …

In this paper, a multi-objective decision-making model, wherein the decision variables with
all parameters of the objective functions and constraints are intervals, are studied. The …

The present study addresses a multi-objective optimization problem wherein all the
objectives and constraints are interval-valued functions. Necessary and sufficient optimality …

A seleção de portfólios eficientes pressupõe a adoção de processos de tomada de decisão
assentes em abordagens multiobjetivo. Neste âmbito, Markowitz (1952) foi o precursor da …