Fallah, M. M.

[ 1 ] - Developing a multi objective possibilistic programming model for portfolio selection problem

Portfolio selection problem is one of the most important issues in the area of financial management in which is attempted to allocate wealth to different assets with controlling the return and risk. The aim of this paper is to obtain the optimum portfolio with regard to the cardinality and threshold constraints. In the paper, a novel multi-objective possibilistic programming model is developed ...