@article{(Open Science Index):https://publications.waset.org/pdf/10011830,
	  title     = {Multi-Criteria Based Robust Markowitz Model under Box Uncertainty},
	  author    = {Pulak Swain and  A. K. Ojha},
	  country	= {},
	  institution	= {},
	  abstract     = {Portfolio optimization is based on dealing with the
problems of efficient asset allocation. Risk and Expected return are
two conflicting criteria in such problems, where the investor prefers
the return to be high and the risk to be low. Using multi-objective
approach we can solve those type of problems. However the
information which we have for the input parameters are generally
ambiguous and the input values can fluctuate around some nominal
values. We can not ignore the uncertainty in input values, as they can
affect the asset allocation drastically. So we use Robust Optimization
approach to the problems where the input parameters comes under
box uncertainty. In this paper, we solve the multi criteria robust
problem with the help of  E- constraint method.},
	    journal   = {International Journal of Mathematical and Computational Sciences},
	  volume    = {15},
	  number    = {2},
	  year      = {2021},
	  pages     = {14 - 17},
	  ee        = {https://publications.waset.org/pdf/10011830},
	  url   	= {https://publications.waset.org/vol/170},
	  bibsource = {https://publications.waset.org/},
	  issn  	= {eISSN: 1307-6892},
	  publisher = {World Academy of Science, Engineering and Technology},
	  index 	= {Open Science Index 170, 2021},
	}