Portfolio selection problem: a comparison of fuzzy goal programming and linear physical programming
Investors have limited budget and they try to maximize their return with minimum risk. Therefore this study aims to deal with the portfolio selection problem. In the study two criteria are considered which are expected return, and risk. In this respect, linear physical programming (LPP) technique is...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Balikesir University
2016-04-01
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| Series: | An International Journal of Optimization and Control: Theories & Applications |
| Subjects: | |
| Online Access: | http://ijocta.balikesir.edu.tr/index.php/files/article/view/284 |