Portfolio optimization with robust possibilistic programming

Maghsoud Amiri; Mohammad Saeed Heidary

Volume 3, Issue 2 , 2019, , Pages 44-65


  one of the most important financial and investment issues is Portfolio selection, that seeks to allocate a predetermined capital (wealth) over one or multiple periods between assets and stocks in such a way that the wealth of investor (portfolio owner) is maximized and, Simultaneously, its risk minimized. ...  Read More