A Hybrid Approach for Economic Value Added and Dividends in Portfolio Optimization Using Goal Programming
One of the essential actions for perfect investment in the stock market is to consider various criteria in stock selection. One of these criteria is economic value added. By combining risk and return measures with economic value added, dividends and kurtosis and skewness coefficients; and using goal...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Isfahan
2018-06-01
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| Series: | Journal of Asset Management and Financing |
| Subjects: | |
| Online Access: | https://amf.ui.ac.ir/article_21354_d6946735d4b5173fe252fdfd5f7f7e44.pdf |