Portfolio selection problem: a comparison of fuzzy goal programming and linear physical programming
نویسندگان
چکیده
منابع مشابه
Extension of Portfolio Selection Problem with Fuzzy Goal Programming: A Fuzzy Allocated Portfolio Approach
Recently, the economic crisis has resulted in instability in stock exchange market and this has caused high volatilities in stock value of exchanged firms. Under these conditions, considering uncertainty for a favorite investment is more serious than before. Multi-objective Portfolio selection (Return, Liquidity, Risk and Initial cost of Investment objectives) using MINMAX fuzzy goal programmin...
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recently, the economic crisis has resulted in instability in stock exchange market and this has caused high volatilities in stock value of exchanged firms. under these conditions, considering uncertainty for a favorite investment is more serious than before. multi-objective portfolio selection (return, liquidity, risk and initial cost of investment objectives) using minmax fuzzy goal programmin...
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ژورنال
عنوان ژورنال: An International Journal of Optimization and Control: Theories & Applications (IJOCTA)
سال: 2016
ISSN: 2146-5703,2146-0957
DOI: 10.11121/ijocta.01.2016.00284