چكيده به لاتين
The issue of stock portfolio selection has always been one of the most attractive and practical issues in financial issues and financial markets. Choosing an optimal portfolio to achieve maximum profit while its risk is also low has always been the focus of financial market investors. Also robust optimization has become a widely implemented approach in investment management for incorporating uncertainty into financial models.one of the most used soloution is to find a pareto frontier. An efficient frontier in the typical portfolio selection problem provides an illustrative way to express the tradeoffs between return and risk in this study a new theory of stock portfolio optimization is developed based on the Markowitz model. Markowitz model has unique features in theory, but its weaknesses prevent the use of this model in practice. In this research, the development of Torabi-Hosseini optimization approach, which has a fuzzy structure, has been used. Also, in order to deal with uncertainties, a robust optimization approach based on regret minimization has been used. In other words, first explain the Torabi-Hosseini model by considering scenarios and special weight combinations, for the two purposes of minimizing risk and maximizing returns, and obtain the Pareto boundary, then the unfortunate solution of Minimax according to the scenarios. And we have calculated the weight compositions taken into account. In the final part, in order to evaluate the performance and validation of the proposed model, it has been implemented in the Tehran Stock Exchange, Considering the 50 stock exchanges, which are the most influential on the stock index, and at the final step answer is provided.