OPTIMIZING THE PORTFOLIO SELECTION BASED ON GP 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.

KHALILI ARAGHI S.M.

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

Journal Paper

Paper Information

Journal: ECONOMIC RESEARCH REVIEW Year:2006 | Volume:6 | Issue:1 (20) Page(s): 193-214

Download Full-Text

Persian Verion

View:

1,302

Download:

Cites:

Information Journal Paper

Title

OPTIMIZING THE PORTFOLIO SELECTION BASED ON GP MODEL

Author(s)

KHALILI ARAGHI S.M. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

In this article, we applied a method for portfolio selection using Multiple Criteria Decision Making (MCDM) that related to Goal Programming. Among listed companies in Tehran Stock Exchange, some of them were selected based on some criteria that, mostly emphasizes on liquidity of the shares. Then information related to each company gathered and data were calculated. Consequently, this process facilitated the investor's decision making. The result indicated that all of the goals were achieved and for considering trade off between risk and return a diversified portfolio was selected.

Cites

References

No record.

Cite

APA: Copy

KHALILI ARAGHI, S.M.. (2006). OPTIMIZING THE PORTFOLIO SELECTION BASED ON GP MODEL. ECONOMIC RESEARCH REVIEW, 6(1 (20)), 193-214. SID. https://sid.ir/paper/67183/en

Vancouver: Copy

KHALILI ARAGHI S.M.. OPTIMIZING THE PORTFOLIO SELECTION BASED ON GP MODEL. ECONOMIC RESEARCH REVIEW[Internet]. 2006;6(1 (20)):193-214. Available from: https://sid.ir/paper/67183/en

IEEE: Copy

S.M. KHALILI ARAGHI, “OPTIMIZING THE PORTFOLIO SELECTION BASED ON GP MODEL,” ECONOMIC RESEARCH REVIEW, vol. 6, no. 1 (20), pp. 193–214, 2006, [Online]. Available: https://sid.ir/paper/67183/en

Related Journal Papers