Portfolio Selection by Robust Optimization
This paper discusses the portfolio selection based on robust optimization. Since the parameters values of the portfolio optimization problem such as price of the stock, dividends, returns, etc. of per share are unknown, variable and their distributions are uncertain because of the market and price v...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2014-09-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_50779_57841b597747f88c0b52158d6c642b9d.pdf |