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Cites:

1

Information Journal Paper

Title

A FUZZY RANDOM MULTI-OBJECTIVE APPROACH FOR PORTFOLIO SELECTION

Pages

  12-21

Abstract

 In this paper, the PORTFOLIO SELECTION problem is considered, where fuzziness and randomness appear simultaneously in optimization process. Since return and dividend play an important role in such problems, a new model is developed in a mixed environment by incorporating fuzzy random variable as MULTI-OBJECTIVE nonlinear model. Then a novel interactive approach is proposed to determine the preferred solution. Finally a numerical example is presented to illustrate the proposed model.

Cites

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    • Cite

    APA: Copy

    ARYANEZHAD, M.B., MALEKLY, H., & KARIMI NASAB, M.. (2011). A FUZZY RANDOM MULTI-OBJECTIVE APPROACH FOR PORTFOLIO SELECTION. JOURNAL OF INDUSTRIAL ENGINEERING INTERNATIONAL, 7(13), 12-21. SID. https://sid.ir/paper/309868/en

    Vancouver: Copy

    ARYANEZHAD M.B., MALEKLY H., KARIMI NASAB M.. A FUZZY RANDOM MULTI-OBJECTIVE APPROACH FOR PORTFOLIO SELECTION. JOURNAL OF INDUSTRIAL ENGINEERING INTERNATIONAL[Internet]. 2011;7(13):12-21. Available from: https://sid.ir/paper/309868/en

    IEEE: Copy

    M.B. ARYANEZHAD, H. MALEKLY, and M. KARIMI NASAB, “A FUZZY RANDOM MULTI-OBJECTIVE APPROACH FOR PORTFOLIO SELECTION,” JOURNAL OF INDUSTRIAL ENGINEERING INTERNATIONAL, vol. 7, no. 13, pp. 12–21, 2011, [Online]. Available: https://sid.ir/paper/309868/en

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