Bi-objective reliability based optimization: an application to investment analysis
RN Sengupta, A Gupta, S Mukherjee… - Annals of Operations …, 2024 - Springer
Portfolio optimization problems are easy to address if single linear objective functions are
considered, with the assumption of normality of asset returns distributions, subject to …
considered, with the assumption of normality of asset returns distributions, subject to …
Robust Portfolio Optimization using GOPALS: Geospatial Optimization and Portfolio Allocation using Landscape Segmentation
J Patni, R Bhattacharyya - Available at SSRN, 2024 - papers.ssrn.com
Portfolio Optimization is an important area of research in Financial Investments. The
traditional mean-variance framework for portfolio optimization is very sensitive to the …
traditional mean-variance framework for portfolio optimization is very sensitive to the …