A Multi-Objective Approach to Portfolio Optimization Problem Using the Analytic Hierarchy Process (AHP) and Genetic Algorithm
This study analyzes the portfolio optimization model, by considering the financial management and investment science in order to evaluate risks and return in regard with restrictions such as buyers’ assets for purchasing per share. Accordingly, a novel model is designed as linear programming in orde...
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| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Qom
2022-03-01
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| Series: | مدیریت مهندسی و رایانش نرم |
| Subjects: | |
| Online Access: | https://jemsc.qom.ac.ir/article_1294_39b51e4bd6ddf05eadcbb9b98027bd40.pdf |
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