Multiple portfolio optimization in Tehran Stock Exchange
Subject Areas : Financial MathematicsShadi Khalil Moghadam 1 , Farimah Mokhatab Rafiei 2 , Mohamad Ali Rastegar 3 , Hamed Aghayi Bejestan 4
1 - PhD Student, Department of Financial Engineering, Faculty of Industrial Engineering & Systems, Tarbiat Modares University, Tehran, Iran.
2 - Associate Prof., Department of Financial Engineering, Faculty of Industrial Engineering & Systems, Tarbiat Modares University, Tehran, Iran.
3 - Assistant Prof., Department of Financial Engineering, Faculty of Industrial Engineering & Systems, Tarbiat Modares University, Tehran, Iran.
4 - PhD Student, Department of Financial Engineering, Faculty of Industrial Engineering & Systems, Tarbiat Modares University, Tehran, Iran.
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Abstract :
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