A Mixed Project-and-Stock Portfolio Optimization Model with Mean-SemiVariance-SemiEntropy Approach

Purpose: Diversifying investment portfolios by incorporating a variety of assets is a well-established strategy for mitigating risk and enhancing returns. Traditionally, mathematical models for portfolio optimization have primarily focused on stock investments within the capital market. However, thi...

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Bibliographic Details
Main Authors: Amirhosein Khayyatian, Majid Shakhsi-Niaei
Format: Article
Language:English
Published: University of Isfahan 2024-07-01
Series:پژوهش در مدیریت تولید و عملیات
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Online Access:https://jpom.ui.ac.ir/article_28596_d6581fa4c63f389334b5324137cf38a3.pdf
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