The Multi-period Portfolio Optimization Using Possibilistic Entropy and Particle Swarm Optimization(PSO)
In this research, multi-period stock portfolio selection was modeled and solved under uncertainty and considering transaction costs. A possibilistic mean-semivariance-entropy model for multi-period portfolio selection by taking into account four criteria viz., return, risk, diversification degree of...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Shahid Beheshti University
2023-12-01
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| Series: | چشمانداز مدیریت صنعتی |
| Subjects: | |
| Online Access: | https://jimp.sbu.ac.ir/article_104029_000b0ffa49952d1863dedc34ff65b3b5.pdf |