Objective: Portfolio optimization is one of the most important issues in investment. Harry
Markowitz was the first person who applied risk with this regard. This issue was later studied …

Pressure on business to direct their activities responsibly has been increased during the last
years to extent their suitability performance in all economic, social and environmental …

Many European businesses are small and medium enterprises (SMEs), contributing
significantly to the well-being of local economies and regions. Even so, SMEs face many …

Objective: One of the most important issues for all investors, including individual and
institutional investors in the stock market, is finding the optimal portfolio. Identifying the …

Objective: The problem of securities optimization is a significant financial problem, and the
issue of choosing the optimal stock portfolio has long occupied the minds of investment …

Objective: Portfolio selection is a critical factor in investment. Having considered a number of
risky assets, fund managers must choose the optimum portfolio. Stock values can be …

This paper attempts to develop the portfolio optimization model using the Goal-Programming
technique for investors with multiple goals and constraints. Methodology: In the proposed …

Banks as the largest financial intermediaries play a vital role in collecting savings and
directing them toward manufacturing activities. Hence, assets and liabilities management is …

Up to now, the effects of diversification of business portfolio has been a controversial topic.
Models of the effects of diversification on performance are categorized in three groups …

EXTENDED ABSTRACT INTRODUCTION Markowitz model of asset portfolio optimization
has some deficits, one of the most important of which is the normality assumption of stock …