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 been ide...

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Principais autores:	Masoomeh Zeinalnezhad, Zohreh Ebrahimi, Towhid Pourrostam
פורמט:	Artigo
שפה:	Inglês
יצא לאור:	Ayandegan Institute of Higher Education, 2025-03-01
סדרה:	International Journal of Research in Industrial Engineering
נושאים:	genetic algorithm optimization stock portfolio cone constraints multi-objective modeling discrete decisions
גישה מקוונת:	https://www.riejournal.com/article_202215_d459958e61fc44b9d013fcf0866e7825.pdf
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