The Quantitative Diversity Index in Multi-Objective Portfolio Model

Seyed Babak Ebrahimi; Mostafa Abdollahi Moghadam; Nasser Safaie

Volume 5, Issue 1 , January 2021, , Pages 122-146

  The primary purpose of investors is maximizing the utility that is characterized by two essential criteria include risk and return. Regarding investors' uncertainty about the future, one of the main ways to reduce risk is to diversify the investment portfolio. In this research, we proposed an index conducted ...  Read More