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Information Journal Paper

Title

EXTENSION OF PORTFOLIO SELECTION PROBLEM WITH FUZZY GOAL PROGRAMMING: A FUZZY ALLOCATED PORTFOLIO APPROACH

Pages

  69-76

Keywords

FUZZY ALLOCATED PORTFOLIO (FAP) 

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.

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    APA: Copy

    ALINEZHAD, ALIREZA, ZOHREHBANDIAN, MAJID, KIAN, MEGHDAD, EKHTIARI, MOSTAFA, & ESFANDIARI, NIMA. (2011). EXTENSION OF PORTFOLIO SELECTION PROBLEM WITH FUZZY GOAL PROGRAMMING: A FUZZY ALLOCATED PORTFOLIO APPROACH. JOURNAL OF OPTIMIZATION IN INDUSTRIAL ENGINEERING (JOURNAL OF INDUSTRIAL ENGINEERING), 5(3 (9)), 69-76. SID. https://sid.ir/paper/622649/en

    Vancouver: Copy

    ALINEZHAD ALIREZA, ZOHREHBANDIAN MAJID, KIAN MEGHDAD, EKHTIARI MOSTAFA, ESFANDIARI NIMA. EXTENSION OF PORTFOLIO SELECTION PROBLEM WITH FUZZY GOAL PROGRAMMING: A FUZZY ALLOCATED PORTFOLIO APPROACH. JOURNAL OF OPTIMIZATION IN INDUSTRIAL ENGINEERING (JOURNAL OF INDUSTRIAL ENGINEERING)[Internet]. 2011;5(3 (9)):69-76. Available from: https://sid.ir/paper/622649/en

    IEEE: Copy

    ALIREZA ALINEZHAD, MAJID ZOHREHBANDIAN, MEGHDAD KIAN, MOSTAFA EKHTIARI, and NIMA ESFANDIARI, “EXTENSION OF PORTFOLIO SELECTION PROBLEM WITH FUZZY GOAL PROGRAMMING: A FUZZY ALLOCATED PORTFOLIO APPROACH,” JOURNAL OF OPTIMIZATION IN INDUSTRIAL ENGINEERING (JOURNAL OF INDUSTRIAL ENGINEERING), vol. 5, no. 3 (9), pp. 69–76, 2011, [Online]. Available: https://sid.ir/paper/622649/en

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