Using Genetic Algorithm in Solving Stochastic Programming for Multi-Objective Portfolio Selection in Tehran Stock Exchange

Subject Areas : Financial Mathematics

Seyed Alireza Miryekemami ¹ , Ehsan Sadeh ² , Zeinolabedin Sabegh ³

1 - Department of Industrial management, Science and Research Branch, Islamic Azad University, Tehran, Iran
2 - Department of Management, Saveh Branch, Islamic Azad University, Saveh, Iran
3 - Department of Management, Saveh Branch, Islamic Azad University, Saveh, Iran

Received: 2017-07-17 Accepted : 2017-11-28 Published : 2017-12-01

Keywords:

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