Multi-Objective Portfolio Selection Model with Diversification by Neutrosophic Optimization Technique

Authors

  • Sahidul Islam Department of Mathematics, University of Kalyani, Kalyani, India.
  • Partha Ray Department of Mathematics, R.K.M.V.C. College, Rahara-700118, India.

Keywords:

Portfolio Optimization, Multi-objective Model, Entropy, Neutrosophic set, Neutrosophic optimization method

Abstract

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.

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Published

2018-09-04

Issue

Vol. 21 (2018): Neutrosophic Sets and Systems

Section

SI#1,2024: Neutrosophical Advancements And Their Impact on Research

License

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

 Creative Commons Attribution (CC BY) license.

How to Cite

Sahidul Islam, & Partha Ray. (2018). Multi-Objective Portfolio Selection Model with Diversification by Neutrosophic Optimization Technique . Neutrosophic Sets and Systems, 21, 74-83. https://fs.unm.edu/nss8/index.php/111/article/view/303