In this study, we present a multi-objective approach based on a mean-varianceskewness-entropy portfolio selection model (MVSEM). In this approach, an entropy measure is added to the mean-variance-skewness model (MVSM) to generate a well-diversified portfolio. Through a variety of empirical data sets, we evaluate the performance of the MVSEM in terms of several portfolio performance measures. Th...

In this paper, the portfolio selection problem is considered, where fuzziness and randomness appear simultaneously in optimization process. Since return and dividend play an important role in such problems, a new model is developed in a mixed environment by incorporating fuzzy random variable as multi-objective nonlinear model. Then a novel interactive approach is proposed to determine the pref...

Many methodologies have been introduced to deal with project portfolio selection problem including some techniques that help to evaluate individual projects, or to select a portfolio among available projects. This paper, however, provides several XML-based schemes for building efficient and flexible project portfolio selection systems based on an integrated portfolio selection model proposed. I...

in this paper, the researchers have proposed a multi-dimensional knapsack model for project capital budgeting problem in uncertain situation which has been modeled through fuzzy sets. the optimistic and pessimistic situations were considered and associated deterministic models were yielded. numerical example has been supplied toillustrate the performance of proposed model. the results were prom...

One of the popular methods for optimizing combinational problems such as portfolio selection problem is swarmbased methods. In this paper, we have proposed an approach based on Quantum-Behaved Particle Swarm Optimization (QPSO) for the portfolio selection problem. The particle swarm optimization (PSO) is a well-known population-based swarm intelligence algorithm. QPSO is also proposed by combin...

organizations need to evaluate project proposals and select the ones that are the most effective in reaching the strategic goals by considering sustainability issue. in order to enhance the effectiveness and the efficiency of project oriented organizations, in this paper a new multi-objective decision making (modm) approach of sustainable project portfolio selection is proposed which applies in...

In this paper we present a two-component portfolio selection problem under two types of uncertainties, i.e., probabilistic risk and possibilistic risk. We study the portfolio selection problem in mergers and acquisitions, M&As, and show the usability of the presented mixed model in portfolio selection of corporate acquisition targets. We view the total M&A value consisting of a stand-alone of a...

In this paper we present a two-component portfolio selection problem under two types of uncertainties, i.e., probabilistic risk and possibilistic risk. We study the portfolio selection problem in mergers and acquisitions, M&As, and show the usability of the presented mixed model in portfolio selection of corporate acquisition targets. We view the total M&A value consisting of a stand-alone of a...