دانلود مقاله لاتین با عنوان بهینه سازی چند هدفه در مدیریت پرتفولیو

  Abstract Several multiobjective optimization methods (MOB) are discussed. Two methods are modified and applied to portfolio management problem. A one parameter relation is derived for efficient portfolios. The second method gives ‘‘several’’ efficient portfolios. Keywords: Multiobjective optimization; Keeny–Raiffa and compromise methods; Portfolio management   ...