Record number :
1510359
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
Journal title :
Journal of Optimization in Industrial Engineering
Serial Year :
2011
Link To Document :
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