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

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.

Keywords

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