%0 Journal Article
%T Provide a multi-purpose fuzzy model for stock portfolio optimization
%A Hadi Khajezadeh Dezfouli
%A Mehdi Khajezadeh Dezfoli
%J International Journal of Innovation in Engineering (IJIE)
%P 24-39
%@ 2783-1906
%D 2021
%R 10.52547/ijie.1.2.24
%X 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.
%K Portfolio
%K multi-objective
%K Fuzzy robust
%K optimization
%U https://ijie.ir/index.php/ijie/article/view/14