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Article Content:-
Abstract
Applying multi-objective linear programming formulation for the solution of portfolio optimization in share market, two methods are proposed in this paper. Here the short and long term returns as well as annual dividend received are maximized. Further, the associated risk in the form of semi-absolute deviation below the expected return is minimized. The proposed methods of solution are illustrated by a real life example based on current data collected from Bombay Stock Exchange (BSE).
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