Using Genetic Algorithms for a Portfolio Selection regarding to Nonlinear Goals (Tehran Stock Exchange)
Generally, investors consider simultaneously conflicting objectives such as rate of return, risk and liquidity in portfolio selection. On the other hand, every investor has his own specific preferences about objectives. Therefore, we can use Multi Objective Decion Making (MODM) techniques in order t...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2011-09-01
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| Series: | فصلنامه پژوهشهای اقتصادی ایران |
| Subjects: | |
| Online Access: | https://ijer.atu.ac.ir/article_3066_e6c362325f63989a24569f03225d704d.pdf |