Mosazadeh, Amir, Ramezani, Javad, Aliakbari, Mona, Safari Geraiely, Mehdi, Rezaeian, Ramezan. (1403). Evaluation and comparison of portfolio optimization with the degree of stock risk adjustment based on the performance measurement model based on the hybrid metaheuristic algorithm and gray wolf optimization algorithm. هنرهای کاربردی, 15(6), 63-70. doi: 10.22075/ijnaa.2023.29965.4307
Amir Mosazadeh; Javad Ramezani; Mona Aliakbari; Mehdi Safari Geraiely; Ramezan Rezaeian. "Evaluation and comparison of portfolio optimization with the degree of stock risk adjustment based on the performance measurement model based on the hybrid metaheuristic algorithm and gray wolf optimization algorithm". هنرهای کاربردی, 15, 6, 1403, 63-70. doi: 10.22075/ijnaa.2023.29965.4307
Mosazadeh, Amir, Ramezani, Javad, Aliakbari, Mona, Safari Geraiely, Mehdi, Rezaeian, Ramezan. (1403). 'Evaluation and comparison of portfolio optimization with the degree of stock risk adjustment based on the performance measurement model based on the hybrid metaheuristic algorithm and gray wolf optimization algorithm', هنرهای کاربردی, 15(6), pp. 63-70. doi: 10.22075/ijnaa.2023.29965.4307
Mosazadeh, Amir, Ramezani, Javad, Aliakbari, Mona, Safari Geraiely, Mehdi, Rezaeian, Ramezan. Evaluation and comparison of portfolio optimization with the degree of stock risk adjustment based on the performance measurement model based on the hybrid metaheuristic algorithm and gray wolf optimization algorithm. هنرهای کاربردی, 1403; 15(6): 63-70. doi: 10.22075/ijnaa.2023.29965.4307

Evaluation and comparison of portfolio optimization with the degree of stock risk adjustment based on the performance measurement model based on the hybrid metaheuristic algorithm and gray wolf optimization algorithm

International Journal of Nonlinear Analysis and Applications
مقاله 6، دوره 15، شماره 6، شهریور 2024، صفحه 63-70    اصل مقاله (356.86 K)
نوع مقاله: Research Paper
شناسه دیجیتال (DOI): 10.22075/ijnaa.2023.29965.4307
نویسندگان
Amir Mosazadeh1؛ Javad Ramezani* 1؛ Mona Aliakbari2؛ Mehdi Safari Geraiely3؛ Ramezan Rezaeian4
1Department of Accounting, Nour Branch, Islamic Azad University, Nour, Iran
2Department of Accounting, Noushahr Branch, Islamic Azad University, Noushahr, Iran
3Department of Accounting, Bandargaz Branch, Islamic Azad University, Bandargaz, Iran
4Department of Mathematics and Statistics, Nour Branch, Islamic Azad University, Nour, Iran
چکیده
The investment portfolio optimization process including allocation of assets allocated capital percentage to each asset, risk management, and creating a new portfolio with a certain level of risk and return based on investors' expectations has always been an attractive and controversial issue in the field of financial decision making. The objective of this research is to evaluate and compare portfolio optimization with the degree of stock risk adjustment based on the performance measurement model based on the hybrid metaheuristic algorithm and gray wolf optimization algorithm. The statistical population of this research is the research statistical population which is all the listed companies in Tehran Stock Exchange for 7 years from 2014 to 2020. Based on the limitations imposed on the statistical population, the active companies in Tehran Stock Exchange have been investigated as the research sample. The obtained results from the tests show that a hybrid metaheuristic algorithm improves the adjusted risk.
کلیدواژه‌ها
portfolio optimization؛ degree of stock risk adjustment؛ performance measurement model؛ hybrid metaheuristic algorithm؛ gray wolf optimization algorithm
مراجع
آمار
تعداد مشاهده مقاله: 19,330
تعداد دریافت فایل اصل مقاله: 13,895
دانشگاه سمنان
پیوندهای مفید
آمار
تعداد نشریات22
تعداد شماره‌ها722
تعداد مقالات10,383
تعداد مشاهده مقاله72,839,206
تعداد دریافت فایل اصل مقاله64,535,823