On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
Majid Fakhar, Mohammad Reza Mahyarinia, Jafar Zafarani
| Year of publication: |
16 February 2018
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| Authors: | Fakhar, Majid ; Mahyarinia, Mohammad Reza ; Zafarani, Jafar |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 265.2018, 1 (16.2.), p. 39-48
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| Subject: | Robustness and sensitivity analysis | Generalized convexity | Optimality condition | Nonsmooth saddle-point theorem | Robust cardinality/mean-variance model | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Sensitivitätsanalyse | Sensitivity analysis | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Nichtlineare Optimierung | Nonlinear programming |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011805297