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Provide a multi-purpose fuzzy model for stock portfolio optimization
ISSN: 2783 - 1906
Publisher: author
Provide a multi-purpose fuzzy model for stock portfolio optimization
Indexed in
Technology and Engineering
ARTICLE-FACTOR
1.3
Article Basics Score: 2
Article Transparency Score: 3
Article Operation Score: 3
Article Articles Score: 3
Article Accessibility Score: 3
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International Category Code (ICC):
ICC-1802
Publisher: Mohammad Ebrahim Sadeghi
International Journal Address (IAA):
IAA.ZONE/2783100091906
eISSN
:
2783 - 1906
VALID
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Abstract
Researchers in the field of portfolio optimization made efforts to decrease uncertainty in future returns. Any disturbance in the parameter values causes the solution to be non-optimal or impossible. This study designs a strong fuzzy-multipurpose model for stock portfolio optimization based on Tehran Stock Exchange market data. At the end of the paper, the created model is compared with the results of the multi-objective model. The results show that the fuzzy multi-objective optimization model has relative stability and model compared to the multi-purpose optimization model is strong.
