چكيده به لاتين
One of the main factors in the financial literature is stock management and investment analysis. Optimal portfolio formation is also one of the most important decisions for active individuals in financial markets, both legal and legal. In this case, one of the main concerns of investors in the stock market is the allocation of funds to corporate stocks and the selection of a portfolio of stocks that are optimally opposed to the two objectives of profitability and risk. In this regard, a hybrid data envelopment analysis model - Multi-Objective Mathematical Model is used in this study to select the optimal portfolio under uncertainty to evaluate and select the optimal portfolio. This method helps investors optimize productivity and stock selection. By using data envelopment analysis method and on the basis of a set of economic criteria, the technique that is very important for investing in a stock exchange is evaluated by different stock companies. In this way, companies are ranked based on the highest score, and then the most appropriate companies are selected and the inappropriate companies are eliminated from decision making. Then the multi-objective mathematical model is applied and the optimal stock is obtained. Then the robust optimization model is used for parameter uncertainty. In addition, the evolved ε-constraint method is employed to solve this two-objective model, which guarantees robust Pareto optimal solutions and avoids weak Pareto solutions. Finally, to evaluate the effectiveness and usefulness of the proposed method, a case study is used in the Tehran Stock Exchange, through which important managerial results are extracted.
