Optimization of Bank Portfolio Investment Decision Considering Resistive Economy

Roxana Fekri, Maghsoud Amiri, Rasoul Sajjad and Ramin Golestaneh
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Roxana Fekri: Department of Industrial Engineering, Payamenoor University
Maghsoud Amiri: Faculty of Management & Accounting, Allameh Tabatabaei University
Rasoul Sajjad: Department of Financial Engineering, University of Science and Culture
Ramin Golestaneh: Department of Industrial Engineering, Payamenoor University

Journal of Money and Economy, 2016, vol. 11, issue 4, 375-400

Abstract: Increasing economy’s resistance against the menace of sanctions, various risks, shocks, and internal and external threats are one of the main national policies which can be implemented through bank investments. Investment project selection is a complex and multi-criteria decision-making process that is influenced by multiple and often some conflicting objectives. This

Keywords: Project Portfolio Selection; Bank Investment; Resistive Economy; Multi-objective optimization; Electromagnetism-like algorithm; É›-constraint method. (search for similar items in EconPapers)
Date: 2016
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