A Robust Multiobjective Mathematical Model Optimizing Stock Portfolio

The present paper investigates the problem of capital portfolio selection under uncertain conditions and uses a robust optimization approach for modeling. The model provided in this paper is a three-objective model that aims to maximize returns, maximize liquidity, and minimize risk. The data extrac...

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Bibliographic Details
Published in:	Discrete dynamics in nature and society Vol. 2022; no. 1
Main Authors:	Sadri, Mehran, Sadeghi, Alireza, Madanchi Zaj, Mahdi, Afzoon, Esmaeel, Dardaei-beiragh, Helia
Format:	Journal Article
Language:	English
Published:	New York Hindawi 2022 John Wiley & Sons, Inc Wiley
Subjects:	Capital assets Capital markets Expected values Goal programming Investment analysis Investment policy Investments Linear programming Literature reviews Mathematical models Multiple objective analysis Optimization Portfolio management Robustness (mathematics) Securities industry Securities markets Sensitivity analysis Stock exchanges Stock markets Stocks Iran
ISSN:	1026-0226, 1607-887X
Online Access:	Get full text
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