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A Hybrid Model for Choosing the Optimal Stock portfolio under Intuitionistic fuzzy sets

کلیدواژه: portfolio optimization, Markowitz Mean-Variance Model, Network Data Envelopment Analysis, Cross-Efficiency, Intuitionistic fuzzy sets

نویسندگان: Rasoulzadeh M., Edalatpanah S.A., Fallah M., Najafi S.E.

ناشر: مجله سیستم های فازی ایران - Iranian Journal of fuzzy Systems

In the dynamic world of financial investment, crafting an optimal stock portfolio that judiciously balances risk, return, and Efficiency emerges as a critical challenge. Despite the wealth of research on financial portfolio optimization, prevailing methodologies predominantly emphasize either risk m... ادامه

سال:2024

لینک به محتوا با زبان هدف

نوع سند: Article

8 دانلود

29 بازدید

مشاهده/دانلود

Performance Evaluation and Credit Rating of Mutual Funds Using the Optimistic-Pessimistic fuzzy Network Data Envelopment Analysis Approach

کلیدواژه: Mutual Funds, Network Data Envelopment Analysis, Uncertainty, fuzzy optimization, Possibilistic programming, Possibility and Necessity Measures

نویسندگان: Mansouri Hossein, Mollaei Hamid Reza, Mousavi-Nasab Seyed Hadi, Firoozi Zahra, Mohammadi Emran

ناشر: سیستم های فازی و کاربردها - سیستم های فازی و کاربردها

This study proposes an effective and powerful approach for analyzing the performance, credit rating, and ranking of mutual funds, taking into account their inherent Network structures and the uncertainties prevalent in financial markets. To this end, the Network structure and internal operations of ... ادامه

سال:2024

لینک به محتوا با زبان هدف

نوع سند: Article

27 دانلود

116 بازدید

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Multi-Objective portfolio optimization Model with fuzzy-Robust Hybrid Approach (As a case:Tehran Stock Exchange)

کلیدواژه: portfolio, Multi-Objective optimization, Zimmermann fuzzy approach, Minimax regret, robustness

نویسندگان: Jaberi Mahsa, Mohammadi Emran, Azizi Amir

ناشر: بورس اوراق بهادار - JOURNAL OF SECURITIES EXCHANGE

The novel theory of the portfolio optimization has developed based on the fundamental Markowitz Model. The Markowitz Model is unique in terms of theory, but its weaknesses prevent the use of this Model in practice. In this Model, the return rate is extracted based on past Data, but in this research,... ادامه

سال:2022

لینک به محتوا با زبان هدف

نوع سند: Article

76 دانلود

114 بازدید

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Appraising the Relationship between Age and Total Assets of Mutual Funds and their Efficiency by Using Data Envelopment Analysis Approach (DEA)

کلیدواژه: Mutual Funds,Efficiency,Data Envelopment Analysis Approach

نویسندگان: Badkoobeh Hezaveh Alireza, ESMAEILZADEH MAGHARI ALI

ناشر: دانش سرمایه گذاری - INVESTMENT KNOWLEDGE

Mutual funds are professional finance institutions which have invested in securities, by investors’ payments, while enjoying the professional management as well as decrease in non-systemic risk. On the other hand, investors require some approaches to evaluate the performance of mutual funds i... ادامه

سال:2021

لینک به محتوا با زبان هدف

نوع سند: Article

0 دانلود

107 بازدید

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Designing a Hybrid Model of Data Envelopment Analysis with Taguchi Approach to Optimize Multiple Response Banks Performance

کلیدواژه: Multilevel Programming,Taguchi Method,Data Envelopment Analysis,Hybrid Model,Bank

نویسندگان: JAFARI MOHAMMAD REZA, Esmailian Gholamreza, JAFARI ESKANDARI MEISAM, TAVAKKOLI MOGHADDAM REZA

ناشر: INTERNATIONAL JOURNAL OF NONLINEAR Analysis AND APPLICATIONS - INTERNATIONAL JOURNAL OF NONLINEAR Analysis AND APPLICATIONS

Many organizations (including banks) have a multi-step process and their operations are a continuous process in successive periods. The Taguchi method is an e cient way to optimize a single quality response. However, in practice most products / processes have more than one qualitative response.... ادامه

سال:2020

لینک به محتوا با زبان هدف

نوع سند: Article

70 دانلود

134 بازدید

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A Hybrid Approach Based on a Cross-Efficiency Model to Measure the Efficiency of Bank Currency Units in a Competitive-Cooperative Environment

کلیدواژه: data envelopment analysis, Cross-efficiency, Bargaining game, Balanced scorecard, Bank branches

نویسندگان: Nikbakht Alireza, Shishebori Davood, Jahangoshai Rezaee Mustafa

ناشر: JOURNAL OF QUALITY ENGINEERING AND PRODUCTION OPTIMIZATIO - JOURNAL OF QUALITY ENGINEERING AND PRODUCTION OPTIMIZATIO

This study aims to evaluate and rank the performance of the currency units of the bank by using the integrated methods of the balanced scorecard, Cross-Efficiency Data Envelopment Analysis, and game theory in a cooperative-competitive environment. In this regard, by studying the indices used to eval... ادامه

سال:2022

لینک به محتوا با زبان هدف

نوع سند: Article

61 دانلود

129 بازدید

مشاهده/دانلود

A Hybrid Model for portfolio optimization Based on Stock Price Forecasting with LSTM Recurrent Neural Network using Cardinality Constraints and Multi-Criteria Decision Making Methods (Case study of Tehran Stock Exchange)

کلیدواژه: Price Forecasting,LSTM,IAHP,CoCoSo,Cardinality Constraint

نویسندگان: Abdi Nasimeh, Moradzadehfard Mehdi, Ahmadzadeh Hamid, Khoddam Mahmoud

ناشر: چشم انداز مدیریت مالی - JOURNAL OF FINANCIAL MANAGEMENT PERSPECTIVE

Due to the dynamic trend of stock prices and the volatile nature of the market, asset price forecasting plays a key role in creating an efficient strategy, and the results of price forecasting are a prerequisite for creating an optimal stock portfolio. The purpose of this study is to provide a hybri... ادامه

سال:2021

لینک به محتوا با زبان هدف

نوع سند: Article

0 دانلود

119 بازدید

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A Hybrid fuzzy Multi-criteria Decision Making Model Based on fuzzy DEMATEL with fuzzy Analytical Network Process and Interpretative Structural Model for Prioritizing LARG Supply Chain Practices

کلیدواژه: LARG Supply Chain,LARG Practices,FDANP Technique,Interpretative Structural Model,Dairy Industries

نویسندگان: AKBARZADEH Z., Safaei Ghadikolaei A.H., MADHOUSHI M., AGHAJANI H.

ناشر: - International Journal of Engineering

In recent years, taking advantage of LARG supply chain (SC) paradigm, a combination of four paradigms (clean, agile, resilience and green) has been increasingly employed. For capturing the advantages of LARG in SC, companies needed to recognize proper practices and implement them with appropriate pl... ادامه

سال:2019

لینک به محتوا با زبان هدف

نوع سند: Article

89 دانلود

114 بازدید

مشاهده/دانلود

A Hybrid Model of Stochastic Dynamic Programming and Genetic Algorithm for Multistage portfolio optimization with GlueVaR Risk Measurement

کلیدواژه: Portfolio optimization,Stochastic dynamic programming,GlueVaR risk measurement,Genetic algorithm,Scenario constructiom

نویسندگان: Ghandehari Maryam, AZAR ADEL, YAZDANIAN AHMAD REZA, Golarzi Gholamhossein

ناشر: مدیریت صنعتی - Industrial Management Journal

Objective: The selection of an optimal investment portfolio for a long-term period does not seem logical. So the investors should update their investment portfolios over specific time periods if needed. Since the problem dimensions significantly increase after the periods, a definitive solution to t... ادامه

سال:2019

لینک به محتوا با زبان هدف

نوع سند: Article

0 دانلود

106 بازدید

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Risk Analysis Model in Digital Banking and Its Impact on the Investment portfolio of Financial Institutions

کلیدواژه: Risk Analysis,Digital Banking,Investment Portfolio,Financial Institutions

نویسندگان: Bandarian Mahdi, Moeinzad Hossein, Kasrai Ahmadreza

ناشر: - Digital Transformation and Administration Innovation

The present study aims to develop a risk Analysis Model in digital banking and examine its impact on the investment portfolioof financial institutions. This research is applied in nature, as it addresses a real-world issue and its findings can provide effective solutions for financial institution ma... ادامه

سال:2024

لینک به محتوا با زبان هدف

نوع سند: Article

19 دانلود

50 بازدید

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