Optimization of Portfolio Stock Selection with Meta Goal Programming
نویسندگان
چکیده
منابع مشابه
Lexicographic goal programming approach for portfolio optimization
This paper will investigate the optimum portfolio for an investor, taking into account 5 criteria. The mean variance model of portfolio optimization that was introduced by Markowitz includes two objective functions; these two criteria, risk and return do not encompass all of the information about investment; information like annual dividends, S&P star ranking and return in later years which is ...
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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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متن کاملlexicographic goal programming approach for portfolio optimization
this paper will investigate the optimum portfolio for an investor, taking into account 5 criteria. the mean variance model of portfolio optimization that was introduced by markowitz includes two objective functions; these two criteria, risk and return do not encompass all of the information about investment; information like annual dividends, s&p star ranking and return in later years which...
متن کاملextension of portfolio selection problem with fuzzy goal programming: a fuzzy allocated portfolio approach
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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ژورنال
عنوان ژورنال: International Journal of Management and Fuzzy Systems
سال: 2019
ISSN: 2575-4939
DOI: 10.11648/j.ijmfs.20190502.11