In this paper, we study the notion of strong invexity with respect to the E-operator. We
discuss the necessary and sufficient conditions for the considered E-minimax fractional …

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 study, we deal with a portfolio optimization problem including both risky and risk-free
assets. We use the infinity norm criterion to measure portfolio risk and formulate the problem …

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

In the classical optimization problem, parameters are generally estimated by using the
probability theory or fuzzy theory. In the past few decades, such parameters are also …