Title of article :
A fuzzy random multi-objective approach for portfolio selection
Author/Authors :
ARYANEZHAD، M. B. نويسنده , , Malekly، H. نويسنده M.Sc., School of Industrial Engineering Malekly, H. , Karimi-Nasab، M. نويسنده Ph.D. Student, Dep. of Industrial Engineering Karimi-Nasab, M.
Issue Information :
فصلنامه با شماره پیاپی 13 سال 2011
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.
Journal title :
Journal of Industrial Engineering International
Journal title :
Journal of Industrial Engineering International