Lexicographic goal programming approach for portfolio optimization

Subject Areas : Mathematical Optimization

H Babaei ¹ , M Tootooni ² , K Shahanaghi ³ , A Bakhsha ⁴

1 - Ph.D. Student, Dep. of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran
2 - Ph.D. Student, Dep. of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran
3 - Assistant Professor, Dep. of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran
4 - M.Sc. Student, Dep. of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran

Received: 2015-05-18 Accepted : 2015-05-18 Published : 2009-09-01

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