Using MODEA and MODM with Different Risk Measures for Portfolio Optimization

Subject Areas : Multi-Criteria Decision Analysis and its Application in Financial Management

Sarah Navidi ¹ , Mohsen Rostamy-Malkhalifeh ² , Shokoofeh Banihashemi ³

1 - Department of Mathematics,Faculty of Science, Science and Research Branch, Islamic Azad University, Tehran, Iran
2 - Department of Mathematics, Faculty of Science, Science and Research Branch, Islamic Azad University, Tehran, Iran
3 - Department of Mathematics, Faculty of Mathematics and Computer Science, Allameh Tabataba'i University, Tehran, Iran.

Received: 2019-03-13 Accepted : 2019-07-12 Published : 2020-01-01

Keywords:

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