Multi-Objective Portfolio Optimization Model with Fuzzy-Robust Hybrid Approach (As a case:Tehran Stock Exchange)
The novel theory of the portfolio optimization has developed based on the fundamental Markowitz model. The Markowitz model is unique in terms of theory, but its weaknesses prevent the use of this model in practice. In this model, the return rate is extracted based on past data, but in this research,...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Securities Exchange
2022-10-01
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| Series: | فصلنامه بورس اوراق بهادار |
| Subjects: | |
| Online Access: | https://journal.seo.ir/article_11304_8309bbb75d3a78e499d1fa8198f05326.pdf |