In this study, we have considered the portfolio of carry trade along with bond and equity. The interior point method and non-dominated sorting genetic algorithm II have been used for optimization. The criteria for the portfolio are the weighted sum of risk and return, utility maximization, diversification ratio and Rao’s quadratic entropy. We find that the interior point method with weighted sum of risk and return gives the best result.

中文翻译：

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印度卢比进行的随身贸易投资组合

在这项研究中，我们考虑了套利交易的投资组合以及债券和股权。内点法和非支配排序遗传算法II已用于优化。投资组合的标准是风险和回报的加权总和，效用最大化，分散率和Rao二次熵。我们发现，风险和收益加权和的内点法给出了最好的结果。