Lexicographic goal programming approach for portfolio optimization
Subject Areas : Mathematical Optimization
H
Babaei
1
(Ph.D. Student, Dep. of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran)
M
Tootooni
2
(Ph.D. Student, Dep. of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran)
K
Shahanaghi
3
(Assistant Professor, Dep. of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran)
A
Bakhsha
4
(M.Sc. Student, Dep. of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran)
Keywords:
Abstract :