A Fuzzy Goal Programming Model for Efficient Portfolio Selection.
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-objectiv...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Islamic Azad University, Qazvin Branch
2017-04-01
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| Series: | Journal of Optimization in Industrial Engineering |
| Subjects: | |
| Online Access: | http://www.qjie.ir/article_277_556ee6a89ccd94f66149ffc242a1e9ba.pdf |