Using Genetic Algorithm in Solving Stochastic Programming for Multi-Objective Portfolio Selection in Tehran Stock Exchange
Investor decision making has always been affected by two factors: risk and returns. Considering risk, the investor expects an acceptable return on the investment decision horizon. Accordingly, defining goals and constraints for each investor can have unique prioritization. This paper develops severa...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Islamic Azad University of Arak
2017-12-01
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| Series: | Advances in Mathematical Finance and Applications |
| Subjects: | |
| Online Access: | http://amfa.iau-arak.ac.ir/article_536271_3bc9713e9c0f7d62ad0af928dbf1fe31.pdf |