Portfolio selection by means of Meta-goal programming and extended lexicograph goal programming approaches

Finding the best method to optimize Portfolio, has been found more value in investment management industry after publishing harry Markowitz’s article in 1952. It caused to find various new method related to portfolio of stock exchange. In this article, portfolio is optimized by two new model of Goal...

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Bibliographic Details

Published in:	تحقیقات مالی
Main Authors:	Mohammad Reza Taghizadeh Yazdi, Saeed Fallahpour, Mohammad Ahmadi Moghaddam
Format:	Article
Language:	Persian
Published:	University of Tehran 2017-02-01
Subjects:	extended lexicography goal programming portfolio optimization meta-goal programming
Online Access:	https://jfr.ut.ac.ir/article_62580_1534c058403cced93777f714ecbd5498.pdf