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