نتایج جستجو برای: multi objective portfolio selection

تعداد نتایج: 1283140  

Journal: :journal of optimization in industrial engineering 2013
mostafa nikkhah nasab amir abbas najafi

projects scheduling by the project portfolio selection, something that has its own complexity and its flexibility, can create different composition of the project portfolio. an integer programming model is formulated for the project portfolio selection and scheduling.two heuristic algorithms, genetic algorithm (ga) and simulated annealing (sa), are presented to solve the problem. results of cal...

Journal: :international journal of industrial engineering and productional research- 0
mostafa setak department of industrial engineering, k. n. toosi. university of technology, tehran, iran samaneh sharifi department of industrial engineering, k. n. toosi. university of technology, tehran, iran

in recent years, supplier evaluation and selection, an important element in supply chain management, has been gaining attention in both academic literature and industrial practice. the mixed integer multi-objective non-linear programming model (mimonlp) presented in this paper aimed to evaluate and select the appropriate set of suppliers considering quantitative and qualitative criteria and in ...

Journal: :international journal of industrial engineering and productional research- 0
a. amid s.h. ghodsypour

supplier selection is one of the most important activities of purchasing departments. this importance is increased even more by new strategies in a supply chain, because of the key role suppliers perform in terms of quality, costs and services which affect the outcome in the buyer’s company. supplier selection is a multiple criteria decision making problem in which the objectives are not equall...

Risks are natural and inherent characteristics of major projects. Risks are usually considered independently in analysis of risk responses. However, most risks are dependent on each other and dependent risks are rare in the real world. This paper proposes a model for proper risk response selection from the responses portfolio with the purpose of optimization of defined criteria for projects. Th...

2015
Yong-Jun Liu Wei-Guo Zhang

This paper discusses a multi-objective portfolio optimization problem for practical portfolio selection in fuzzy environment, in which the return rates and the turnover rates are characterized by fuzzy variables. Based on the possibility theory, fuzzy return and liquidity are quantified by possibilistic mean, and market risk and liquidity risk are measured by lower possibilistic semivariance. T...

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