Title of article :
Provide a multi-purpose fuzzy model for stock portfolio optimization
Author/Authors :
Khajezadeh Dezfouli ، Hadi Department of financial management - Management Faculty - Allame Tabatabaee University , Khajezadeh Dezfoli ، Mehdi Department of Industrial Management - Management Faculty - University of Tehran
Abstract :
Researchers in the field of portfolio optimization made efforts to decrease uncertainty in future returns. Any disturbance in the parameter values causes the solution to be non-optimal or impossible. This study designs a strong fuzzy-multipurpose model for stock portfolio optimization based on Tehran Stock Exchange market data. At the end of the paper, the created model is compared with the results of the multi-objective model. The results show that the fuzzy multi-objective optimization model has relative stability and model compared to the multi-purpose optimization model is strong.
Keywords :
Portfolio , multi , objective , Fuzzy robust , optimization
Journal title :
International Journal of Innovation in Engineering
Journal title :
International Journal of Innovation in Engineering
