سال انتشار: ۱۳۸۶

محل انتشار: اولین کنفرانس بین المللی تحقیق در عملیات ایران

تعداد صفحات: ۲

نویسنده(ها):

a Eskandarpour –

چکیده:

This paper presents a new extended efficient frontier problem. The new method assumes that all risky assets have different time cycle for their returns. The primary assumption is that the return for each asset is stochastic in its nature. We solve the problem and discuss the results with some numerical examples.