Multi-period and multi-objective stock portfolio modeling considering cone constraints
Nowadays, one of the major concerns of investors is choosing a realistic stock portfolio and making proper decisions according to an individual's utility level. It is essential to consider two conflicting goals of return and risk for profitability; as a result, balancing the above goals has bee...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Ayandegan Institute of Higher Education,
2025-03-01
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| Series: | International Journal of Research in Industrial Engineering |
| Subjects: | |
| Online Access: | https://www.riejournal.com/article_202215_ee83dc829f577f994dd20dbbe84dad48.pdf |
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