A study on multi objective portfolio optimization problems in the financial markets using a newly defined and some generalized uncertainty distributions

Abstract

To grow wealth in possession of an individual, there are many options available nowadays. newlineInvestment in government bonds, like banks, post offices, etc., is risk-free (with newlinea little chance of default). But they usually give a lower rate of interest. On the other newlinehand, investment in financial markets (like the stock market) may yield high returns as newlinecompared with the risk-free bonds. These are referred to as risky assets. But these assets newlineusually have a risk-free component also. Getting a higher return with a minimum newlineinvestment risk is the most important topic in financial markets. Besides, other ethical newlineand social factors are also considered. Thus, portfolio selection problems in the stock newlinemarket are an important topic of study. newline