PORTFOLIO OPTIMIZATION THROUGH LINEAR PROGRAMMING METHODS AND PROPOSING AN APPLIED MODEL

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

ABZARI M.; KETABI SAEIDEH; ABAASI ABAS

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: Year:2005 | Volume:22 | Issue:2 (43) Page(s): 1-17

Download Full-Text

Persian Verion

View:

4,046

Download:

Cites:

Information Journal Paper

Title

PORTFOLIO OPTIMIZATION THROUGH LINEAR PROGRAMMING METHODS AND PROPOSING AN APPLIED MODEL

Author(s)

ABZARI M. | KETABI SAEIDEH | ABAASI ABAS | Issue Writer Certificate

Keywords

OPTIMIZATIONQ2

PORTFOLIOQ3

SPERANZA'S METHODQ4

LINEAR PROGRAMMINGQ4

Abstract

In this article, the mathematical model for PORTFOLIO OPTIMIZATION proposed by Speranza is studied using financial management. The strength and weakness of the model is investigated and a new model is designed by using expected rate of return and minimum risk.The inputs of the new model consist of different types of investment that an investor is able to and desires to consider in her/his PORTFOLIO. A heuristic method is applied to a sample from the investments randomly selected from Milan Stock Market. It has been shown how the mathematical programming may be applied for real world financial decision making problems.Finally it is verified that the new model and the proposed heuristic procedure solve the problem faster with lower undesired risks.

Cites

References

Cite

APA: Copy

ABZARI, M., KETABI, SAEIDEH, & ABAASI, ABAS. (2005). PORTFOLIO OPTIMIZATION THROUGH LINEAR PROGRAMMING METHODS AND PROPOSING AN APPLIED MODEL. JOURNAL OF SOCIAL SCIENCES AND HUMANITIES OF SHIRAZ UNIVERSITY, 22(2 (43)), 1-17. SID. https://sid.ir/paper/13345/en

Vancouver: Copy

ABZARI M., KETABI SAEIDEH, ABAASI ABAS. PORTFOLIO OPTIMIZATION THROUGH LINEAR PROGRAMMING METHODS AND PROPOSING AN APPLIED MODEL. JOURNAL OF SOCIAL SCIENCES AND HUMANITIES OF SHIRAZ UNIVERSITY[Internet]. 2005;22(2 (43)):1-17. Available from: https://sid.ir/paper/13345/en

IEEE: Copy

M. ABZARI, SAEIDEH KETABI, and ABAS ABAASI, “PORTFOLIO OPTIMIZATION THROUGH LINEAR PROGRAMMING METHODS AND PROPOSING AN APPLIED MODEL,” JOURNAL OF SOCIAL SCIENCES AND HUMANITIES OF SHIRAZ UNIVERSITY, vol. 22, no. 2 (43), pp. 1–17, 2005, [Online]. Available: https://sid.ir/paper/13345/en

Related Journal Papers