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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Vydané v:	Discrete dynamics in nature and society Ročník 2022; číslo 1
Hlavní autori:	Sadri, Mehran, Sadeghi, Alireza, Madanchi Zaj, Mahdi, Afzoon, Esmaeel, Dardaei-beiragh, Helia
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Hindawi 2022 John Wiley & Sons, Inc Wiley
Predmet:	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
On-line prístup:	Získať plný text
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