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Multi-Objective Pharmaceutical Portfolio Optimization under Uncertainty of Cost and Return
Mathematics, 2021 This paper presents the study of multi-objective optimization of a pharmaceutical portfolio when both cost and return values are uncertain. Decision makers in the pharmaceutical industry encounter several challenges in deciding the optimal selection of ...
Mahboubeh Farid +3 more
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Nigerian Journal of Technology, 2022 Many scientific fields, such as engineering, data analytics, and deep learning, focus on optimization. Optimization problems are classified into two types based on the number of optimized objective functions: single objective and multi objective optimization problems.
Mogbojuri, A. O., Olanrewaju, O. A.
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Technological and Economic Development of Economy, 2022 With the rapid growth of the solar photovoltaic (PV) market, many distributed PV power projects are introduced to the market. Selecting a rational project investment portfolio is a complex and challenging task for energy enterprises as both financial ...
Zhiying Zhang, Huchang Liao
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Integration of quality tools and multi-criteria methods: a bibliometric and systemic analysis [PDF]
Gestão & Produção, 2020 : This study aims to identify the integration between quality tools and multi-criteria methods, using a bibliometric and systemic analysis. In order to meet this research objective, the methodology used to select the bibliographic portfolio, perform the ...
Andreia Viero, Flavio Trojan
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Portfolio optimisation models and properties of return distributions [PDF]
, 2004 Mean-risk models have been widely used in portfolio optimisation. However, such models may produce portfolios that are dominated with respect to second order stochastic dominance and therefore not optimal for rational and risk-averse investors.
Mitra, G, Darby-Dowman, K, Roman, D
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Algorithmic Improvements of the KSU-STEM Method Verified on a Fund Portfolio Selection
Information, 2020 The topic of this article is inspired by the problem faced by many people around the world: investment portfolio selection. Apart from the standardly used methods and approaches, non-traditional multiple objective programming methods can also be ...
Adam Borovička
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Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds [PDF]
, 2014 We present a framework for inverse optimization in a Markowitz portfolio model that is extended to include a third criterion. The third criterion causes the traditional nondominated frontier to become a surface.
Steuer, Ralph E. +3 more
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Uncertainty theory based multiple objective mean-entropy-skewness stock portfolio selection model with transaction costs [PDF]
Journal of Uncertainty Analysis and Applications, 2013 The aim of this paper is to develop a mean-entropy-skewness stock portfolio selection model with transaction costs in an uncertain environment. Since entropy is free from reliance on symmetric probability distributions and can be computed from nonmetric data, it is more general than others as a competent measure of risk.
Bhattacharyya, Rupak +2 more
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Comparative analysis of stock selection using a hybrid MCDM approach and modern portfolio theory
Croatian Review of Economic, Business and Social Statistics, 2020 The problem of selecting an optimal set of investment stocks is of a huge interest for both individual and institutional investors. This paper compares the hybrid multiple criteria decision making (MCDM) approach to selecting the best stock to invest in,
Vuković Marija +2 more
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