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 portfoli...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2015-09-01
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| Series: | مدیریت صنعتی |
| Subjects: | |
| Online Access: | https://imj.ut.ac.ir/article_57261_4fefd0fa42c177883bca3943ad56ec9c.pdf |