in this paper, the portfolio selection problem is considered, where fuzziness and randomness appear simultaneously in optimization process. since return and dividend play an important role in such problems, a new model is developed in a mixed environment by incorporating fuzzy random variable as multi-objective nonlinear model. then a novel interactive approach is proposed to determine the pref...

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...

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...

In the science of operation research and decision theory, selection is the most important process. Selection is a process that studies multiple qualitative and quantitative criteria, related to the science of management, which are mostly incompatible with each other. The multi criteria selection of a renewable energy portfolio is one of the main issues considered in multi criteria literatur...

In this paper, the portfolio selection problem is considered, where fuzziness and randomness appear simultaneously in optimization process. Since return and dividend play an important role in such problems, a new model is developed in a mixed environment by incorporating fuzzy random variable as multi-objective nonlinear model. Then a novel interactive approach is proposed to determine the pref...

In the science of operation research and decision theory, selection is the most important process. Selection is a process that studies multiple qualitative and quantitative criteria, related to the science of management, which are mostly incompatible with each other. The multi criteria selection of a renewable energy portfolio is one of the main issues considered in multi criteria literatur...

The purpose of this paper is to develop a new two-stage method for fuzzy multi-objective linear program and apply to engineering project portfolio selection. In the fuzzy multi-objective linear program, all the objective coefficients, technological coefficients and resources are trapezoidal fuzzy numbers (TrFNs). An order relationship for TrFNs is introduced by using the interval expectation of...

resource limitation in zero time may cause to some profitable projects not to be selected in project selection problem, thus simultaneous project portfolio selection and scheduling problem has received significant attention. in this study, budget, investment costs and earnings are considered to be stochastic. the objectives are maximizing net present values of selected projects and minimizing v...

in this paper, the researchers have proposed a multi-dimensional knapsack model for project capital budgeting problem in uncertain situation which has been modeled through fuzzy sets. the optimistic and pessimistic situations were considered and associated deterministic models were yielded. numerical example has been supplied toillustrate the performance of proposed model. the results were prom...