Portfolio optimization with robust possibilistic programming
one of the most important financial and investment issues is Portfolio selection, that seeks to allocate a predetermined capital (wealth) over one or multiple periods between assets and stocks in such a way that the wealth of investor (portfolio owner) is maximized and, Simultaneously, its risk mini...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Iran Finance Association
2019-04-01
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| Series: | Iranian Journal of Finance |
| Subjects: | |
| Online Access: | https://www.ijfifsa.ir/article_105642_54a04f136235bee0f0937f8248a3a030.pdf |