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Provide a multi-purpose fuzzy model for stock portfolio optimizationDOI: 10.52547/ijie.1.2.24, PP. 24-39 Subject Areas: Industrial Engineering Keywords: Portfolio, multi-objective, Fuzzy robust, optimization Abstract Researchers in the field of portfolio optimization made efforts to decrease uncertainty in future returns. Any disturbance in the parameter values causes the solution to be non-optimal or impossible. This study designs a strong fuzzy-multipurpose model for stock portfolio optimization based on Tehran Stock Exchange market data. At the end of the paper, the created model is compared with the results of the multi-objective model. The results show that the fuzzy multi-objective optimization model has relative stability and model compared to the multi-purpose optimization model is strong. Dezfouli, H. K. and Dezfoli, M. K. (2021). Provide a multi-purpose fuzzy model for stock portfolio optimization. International Journal of Innovation in Engineering (IJIE), e220. doi: http://dx.doi.org/10.52547/ijie.1.2.24.
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