سال انتشار: ۱۳۸۶

محل انتشار: اولین کنفرانس بین المللی تحقیق در عملیات ایران

تعداد صفحات: ۳

نویسنده(ها):

Azizollah Jafari – University of science and culture, Department of industrial engineering
Mehdi Jafarian – University of science and culture, Department of industrial engineering
Javad Hoseini Nezhad – University of Shahed, Department of industrial engineering

چکیده:

The mean variance model of portfolio optimization that was introduced by Markowitz includes two conflicted objective functions. These two criteria, risk and return does not encompass all of the information about investment. Information like liquidity, annual dividends and performance in later years. Matthias Ehrgott [10] split the global utility some what similar to the one follows