Developing an Integrated Model for Portfolio Optimization Considering Quantitative Criteria
AbstractIn this paper, some of the challenges of portfolio optimization are discussed simultaneously. So that the fuzzy multi-objective programming model was used to consider the multi-criteria nature of stock selection and the lack of correlation with the return on assets. Also, due to the weakness...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
Alzahra University
2023-03-01
|
| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | https://jfm.alzahra.ac.ir/article_6824_3d1c09ae15d4a9a56297e35229a27ff9.pdf |