Optimization of Financial Portfolio by Using Nadir Compromising Programming
After introducing Markowitz mean-variance model, decision makers (DMs) and financial planners paid much attention to the matter of portfolio selection, so that DMs explain purposes and investment requirements in the frame of multi-objective mathematic models which are more consistent with decision m...
| Published in: | Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī |
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| Format: | Article |
| Language: | Persian |
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Allameh Tabataba'i University Press
2007-03-01
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| Online Access: | https://jims.atu.ac.ir/article_4432_7de5fe1acd4acac59f13823025a059e3.pdf |