HYBRID META-HEURISTIC ALGORITHM FOR MULTI-OBJECTIVE PORTFOLIO OPTIMIZATION BY FUZZY PROGRAMMING

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.

BEHNAMIAN JAVAD; MOSHREFI MOHAMMAD

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

Journal Paper

Paper Information

Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2017 | Volume:8 | Issue:30 Page(s): 33-53

Download Full-Text

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

Persian Verion

View:

1,797

Download:

Cites:

Information Journal Paper

Title

HYBRID META-HEURISTIC ALGORITHM FOR MULTI-OBJECTIVE PORTFOLIO OPTIMIZATION BY FUZZY PROGRAMMING

Author(s)

BEHNAMIAN JAVAD | MOSHREFI MOHAMMAD | Issue Writer Certificate

Keywords

STOCK PORTFOLIOQ2

FUZZY MATHEMATICAL PROGRAMMINGQ2

BVNYSVN METHODQ1

VARIABLE NEIGHBORHOOD SEARCHQ1

Abstract

Portfolio selection is one of the problems which is very important for the investors in the exchange market. In order to invest on several kinds of shares instead of a specific one so that they can earn maximum profit through a certain level of risk or have minimum risk with a certain level of profit. What have been introduced concerning financial calculations and the choice of portfolio or selection of an investment up to now, in some ways, determines priority in accordance with degree of risk and rate of return respectively, so that the investor can select his favourite portfolio through financial facilities and other confronting policies. When the investor is faced with different properties, he should make decisions about the number of properties as well as the amount of investment. So in some ways, he faces uncertain decisions in his choices. We are considering fuzzy concepts in the discussion of portfolio selection optimization in order to pursue this uncertainty. Then by using Bonison method, we determine priority and preference among the portfolios so that the investor can decide without confusion and finally through introducing combined metaheuristic algorithm for variable neighbourhood search and genetics, can optimize the resulting model of previous process and comparing it with other solving algorithms.

Cites

No record.

References

No record.

Cite

APA: Copy

BEHNAMIAN, JAVAD, & MOSHREFI, MOHAMMAD. (2017). HYBRID META-HEURISTIC ALGORITHM FOR MULTI-OBJECTIVE PORTFOLIO OPTIMIZATION BY FUZZY PROGRAMMING. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 8(30), 33-53. SID. https://sid.ir/paper/197636/en

Vancouver: Copy

BEHNAMIAN JAVAD, MOSHREFI MOHAMMAD. HYBRID META-HEURISTIC ALGORITHM FOR MULTI-OBJECTIVE PORTFOLIO OPTIMIZATION BY FUZZY PROGRAMMING. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2017;8(30):33-53. Available from: https://sid.ir/paper/197636/en

IEEE: Copy

JAVAD BEHNAMIAN, and MOHAMMAD MOSHREFI, “HYBRID META-HEURISTIC ALGORITHM FOR MULTI-OBJECTIVE PORTFOLIO OPTIMIZATION BY FUZZY PROGRAMMING,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 8, no. 30, pp. 33–53, 2017, [Online]. Available: https://sid.ir/paper/197636/en

Related Journal Papers