A note on the connectedness of the efficient frontier

被引：0
|
作者：
Cambini, R. [1 ]
Marchi, A. [1 ]
机构：
[1] Univ Pisa, Fac Econ, Dept Stat & Appl Math, Via Cosimo Ridolfi,10, I-56124 Pisa, Italy
来源：
JOURNAL OF INTERDISCIPLINARY MATHEMATICS | 2005年 / 8卷 / 01期
关键词：
Multiobjective optimization; efficient frontier; quasiconcave sets;
D O I：
10.1080/09720502.2005.10700386
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The aim of this paper is to study sufficient conditions for the connectedness of the efficient frontier. We propose an unifying approach, based on a new regularity concept, which allows to generalize the results in [1, 6]. Connectedness results are studied for both V-compact and not V-compact sets. The obtained results are finally used to study the connectedness of the efficient frontier of continuous multiobjective functions.
引用
收藏
页码：21 / 37
页数：17
相关论文
共 50 条
  • [41] Positive Weights on the Efficient Frontier
    Boyle, Phelim
    [J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2014, 18 (04) : 462 - 477
  • [42] A machine learning efficient frontier
    Clark, Brian
    Feinstein, Zachary
    Simaan, Majeed
    [J]. OPERATIONS RESEARCH LETTERS, 2020, 48 (05) : 630 - 634
  • [43] The efficient frontier for bounded assets
    Best, MJ
    Hlouskova, J
    [J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2000, 52 (02) : 195 - 212
  • [44] Bayesian estimation of the efficient frontier
    Bauder, David
    Bodnar, Rostyslav
    Bodnar, Taras
    Schmid, Wolfgang
    [J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2019, 46 (03) : 802 - 830
  • [45] Estimating the NIH Efficient Frontier
    Bisias, Dimitrios
    Lo, Andrew W.
    Watkins, James F.
    [J]. PLOS ONE, 2012, 7 (05):
  • [46] DRUMS ALONG THE EFFICIENT FRONTIER
    YOUNG, MS
    GREIG, DW
    [J]. REAL ESTATE REVIEW, 1993, 22 (04): : 18 - 29
  • [47] Efficient frontier of utility and CVaR
    Zheng, Harry
    [J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2009, 70 (01) : 129 - 148
  • [48] Bootstrap estimation of the efficient frontier
    Font B.
    [J]. Computational Management Science, 2016, 13 (4) : 541 - 570
  • [49] Efficient frontier of utility and CVaR
    Harry Zheng
    [J]. Mathematical Methods of Operations Research, 2009, 70 : 129 - 148
  • [50] The efficient frontier for bounded assets
    Michael J. Best
    Jaroslava Hlouskova
    [J]. Mathematical Methods of Operations Research, 2000, 52 : 195 - 212
12345