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...
Main Authors: | , , |
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Format: | Article |
Language: | fas |
Published: |
Alzahra University
2014-08-01
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Series: | راهبرد مدیریت مالی |
Subjects: | |
Online Access: | http://jfm.alzahra.ac.ir/article_985_84f03848f4bde7c93eb65a6182a5d9c1.pdf |