The mean-variance (MV) model can help large companies identify portfolios that maximize
returns and minimize risk. By incorporating an expert's preferences into the solution process …

The mean–variance model (MV) can help companies in an economic downturn identify
portfolios that increase revenue while reducing risk. However, the MV optimization model …

Recently, with the popularity of social investing platforms, participating in an investment club
has become a good choice for investors. Following financial experts in the investment club …

Modern portfolio theory introduced by Markowitz in 1952 is the most popular portfolio
optimization framework established based on the trade-off between risk and return as an …

Social network analysis (SNA) examines the relationships between different social networks,
such as enterprises, nations, and group members. SNA can create a relationship between …

An accurate prediction of asset prices is perhaps the biggest challenge of any study in
portfolio optimization. Asset prices are affected by several random and nonrandom factors …

The consensus-reaching process (CRP) is essential for forming a solution in large-scale
group decision-making (LSGDM). We designed a parallel method with a strategy-proof …

Modern Portfolio Theory assumes that decisions are made by individual agents. In reality
most investors are involved in group decision-making. In this research we propose to realize …

To have more flexible trading strategy portfolio, in this paper, we define a group trading
strategy portfolio and then propose an approach to optimize it using the grouping genetic …

A clustering-based portfolio optimization scheme that employs a genetic algorithm (GA)
based on investor information for active portfolio management is presented. Whereas …