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)

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

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