Fuzzy Portfolio Selection in COVID-19 Spreading Period Using Fuzzy Goal Programming Model
نویسندگان
چکیده
منابع مشابه
A Fuzzy Goal Programming Model for Efficient Portfolio Selection.
This paper considers a multi-objective portfolio selection problem imposed by gaining of portfolio, divided yield and risk control in an ambiguous investment environment, in which the return and risk are characterized by probabilistic numbers. Based on the theory of possibility, a new multi-objective portfolio optimization model with gaining of portfolio, divided yield and risk control is propo...
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Recently, the economic crisis has resulted in instability in stock exchange market and this has caused high volatilities in stock value of exchanged firms. Under these conditions, considering uncertainty for a favorite investment is more serious than before. Multi-objective Portfolio selection (Return, Liquidity, Risk and Initial cost of Investment objectives) using MINMAX fuzzy goal programmin...
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recently, the economic crisis has resulted in instability in stock exchange market and this has caused high volatilities in stock value of exchanged firms. under these conditions, considering uncertainty for a favorite investment is more serious than before. multi-objective portfolio selection (return, liquidity, risk and initial cost of investment objectives) using minmax fuzzy goal programmin...
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Portfolio selection is a usual multiobjective problem. This paper will try to deal with the optimum portfolio for a private investor, taking into account three criteria: return, risk and liquidity. These objectives, in general, are not crisp from the point of view of the investor, so we will deal with them in fuzzy terms. The problem formulation is a goal programming (G.P.) one, where the goals...
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The portfolio selection problem (PSP) uses mathematical approaches to model stock exchange investments. Its aim is to find an optimal set of assets to invest on, as well as the optimal investments for each asset. In this paper, a portfolio selection problem (FPSP) with fuzzy objective function coefficient (FPSP) a multiple objective problem including uncertainties is investigated. The FPSP is c...
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ژورنال
عنوان ژورنال: Mathematics
سال: 2021
ISSN: 2227-7390
DOI: 10.3390/math9080835