Multi-Objective Portfolio Selection Model with Diversification by Neutrosophic Optimization Technique
In this paper, we first consider a multi-objective Portfolio Selection model and then we add another entropy objective function and next we generalized the model. We solve the problems using Neutrosophic optimization technique. The models are illustrated with numerical examples.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of New Mexico
2018-09-01
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| Series: | Neutrosophic Sets and Systems |
| Subjects: | |
| Online Access: | http://fs.unm.edu/NSS/MultiObjectivePortfolioSelection.pdf |