Portfolio optimization is the process of allocating capital among a universe of assets to
achieve better risk–return trade-off. Due to the dynamic nature of financial markets, the …

In this paper, a generalized interval vector space is investigated and defined as an ordered
relation in the form of a bijective linear transformation of its onto a real vector space. The …

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 …

This paper is aimed at presenting a multiobjective interval portfolio framework which
considers investment decisions under different risk assumptions. New surrogate problems …

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 …

Achieving an optimal asset allocation strategy is critical for investors aiming to maximize
returns while managing risk in a dynamic financial market. This research presents a portfolio …

In this paper, we solve portfolio rebalancing problem when security returns are represented
by uncertain variables considering transaction costs. The performance of the proposed …

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 this paper, a multiobjective portfolio selection model is studied, wherein all parameters
like return, risk, etc., as well as decision variables are varying in intervals. A methodology is …

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