Title of article
Extension of Portfolio Selection Problem with Fuzzy Goal Programming: A Fuzzy Allocated Portfolio Approach
Author/Authors
علينژاد، عليرضا نويسنده دانشكده مهندسي صنايع و مكانيك، دانشگاه آزاد اسلامي قزوين Alinezhad, Alireza Alinezhad , زهره بنديان، مجيد نويسنده Department of Mathematics, Islamic Azad University of Karaj, Karaj, Iran zohrehbandian, majid , كيان، مغداد نويسنده MSc, Department of industrial &mechanical engineering, Qazvin Branch, Islamic Azad University, Qazvin, Iran Kian, Meghdad , اختياري، مصطفي نويسنده ekhtiari, mostafa , اسفندياري، نيما نويسنده دانشكده مهندسي صنايع و مكانيك، دانشگاه آزاد اسلامي قزوين Esfandiari, Nima
Issue Information
فصلنامه با شماره پیاپی 9 سال 2011
Pages
8
From page
69
To page
76
Abstract
Recently, the economic crisis has resulted in instability in stock exchange market and this has caused high volatilities in stock value of exchanged firms. Under these conditions, considering uncertainty for a favorite investment is more serious than before. Multi-objective Portfolio selection (Return, Liquidity, Risk and Initial cost of Investment objectives) using MINMAX fuzzy goal programming for a Fuzzy Allocated Portfolio is considered in this research and all the main sectors of investment are assumed under uncertainty. A numerical example on stock exchange is presented to demonstrate the validity and strengths of the proposed approach.
Journal title
Journal of Optimization in Industrial Engineering
Serial Year
2011
Journal title
Journal of Optimization in Industrial Engineering
Record number
1510359
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