Portfolio Selection Using Combination of Logarithmic Fuzzy Preference Programming Method and PROMETHEE

Over the last six decades, many methods have been proposed for investment portfolio selection by financial researchers. Portfolio selection model of Markowitz is based on only two criteria: risk and return. However, appropriate stocks selection to construct a portfolio is a complex process and its c...

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Bibliographic Details
Main Authors: Saeid Fallahpour, Hosein Safari, Nader Omrani
Format: Article
Language:fas
Published: Alzahra University 2014-08-01
Series:راهبرد مدیریت مالی
Subjects:
Online Access:http://jfm.alzahra.ac.ir/article_985_84f03848f4bde7c93eb65a6182a5d9c1.pdf