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