| Article ID: | iaor2007527 |
| Country: | Netherlands |
| Volume: | 167 |
| Issue: | 1 |
| Start Page Number: | 616 |
| End Page Number: | 621 |
| Publication Date: | Aug 2005 |
| Journal: | Applied Mathematics and Computation |
| Authors: | Ahmed E., El-Alem M. |
| Keywords: | programming: multiple criteria |
Several multiobjective optimization methods (MOB) are discussed. Two methods are modified and applied to portfolio management problem. A one parameter relation is derived for efficient portfolios. The second method gives ‘several’ efficient portfolios.