Multi-stage stochastic model in portfolio selection problem
نویسندگان
چکیده
منابع مشابه
designing a multi-objective stochastic programming model for portfolio selection
in traditional portfolio selection model coefficients often are certain and deterministic, but in real world these coefficients are probabilistic. so decision maker cannot estimate them exactly. financial optimization is one of the most attractive areas in decision under uncertainty. in the portfolio selection problem the decision maker considers simultaneously conflicting objectives such as ra...
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ژورنال
عنوان ژورنال: Filomat
سال: 2018
ISSN: 0354-5180,2406-0933
DOI: 10.2298/fil1803991b