A Robust Multiobjective Mathematical Model Optimizing Stock Portfolio

Table 1

Summary of the problem data.

Share	Period
	1	2	3	4	5	6	7	8	9	10	11	12
Hormozgan Cement	0	0.0401	−0.040	0.2029	−0.0478	−0.043	−0.0032	0.0082	0.0300	−0.0133	−0.0193	−0.0398
Darab Cement	0.15147	0.4437	0.226	0.09387	0.0457	−0.1042	0.10099	−0.0075	0.1898	−0.1006	00.1038	−0.0100
Gharb Cement	0.0003	0.3328	0.410	0.3359	0.3500	0.07138	0.09771	−0.0185	−0.070	0.2166	−0.1343	0.025
Ilam Cement	0.01788	0.146	0.461	0.0758	0.0435	−0.0758	0.11442	0.0644	0.1819	−0.0331	−0.0516	−0.0018
Karun Cement	0.5683	0.3007	−0.003	0.2538	0.0247	−0.097	0.02869	0.0176	0.0827	−0.0702	−0.0553	−0.0244
Kerman Cement	0.01981	0.7258	0.2483	0.05047	−0.03	−0.162	0.05532	0.1901	0.3412	0.0686	−0.01693	−0.1275
Khuzestan Cement	0.12572	0.4185	0.5595	0.03365	0.2658	−0.172	0.01867	−0.0051	0.3949	−0.0383	−0.0358	−0.0019
Shargh Cement	0.01795	0.294	0.1484	0.9713	0.0813	−0.0029	−0.0981	0.2146	0.2296	0.02841	−0.0638	−0.0003
Doroud Cement	0.04691	0.0576	0.0584	0.2055	−0.070	−0.1401	0.11341	−0.0624	0.2884	−0.1809	−0.03907	−0.0975
Sepahan Cement	0.40194	0.0529	0.3802	0.13824	−0.023	−0.1363	−0.0209	0.04915	0.5443	−0.1348	−0.03857	−0.0128
Tehran Cement	0.156371	0.3694	0.1206	0.212	−0.048	−0.0257	0.05228	0.1025	0.4123	−0.1819	−0.1483	−0.0848
Hegmatan Cement	0.09024	0.0398	0.0408	0.4595	−0.083	−0.108	0.08073	−0.0435	0.24077	−0.0377	−0.1389	0.00931
Khash Cement	0.1513	0.311	0.3094	0.2587	−0.0132	−0.1324	0.1310	0.3644	0.1784	−0.1034	−0.1064	−0.1270
Sufiyan Cement	0.1207	0.4287	0.0103	0.1107	0.00065	−0.1259	0.2044	0.0333	0.2297	−0.1257	−0.0881	−0.006
Urmia Cement	0.1573	0.2454	0.1714	−0.1176	−0.0294	−0.1217	0.09182	−0.029	−0.0607	−0.1112	−0.1096	−0.0034
Shomal Cement	−0.27628	0.1750	0.462	0.1939	0.096	−0.1804	0.132	0.2021	0.1761	−0.1982	−0.072	−0.739
Shahroud Cement	0.1069	0.0017	0.0001	0	0	0	0	0	0	0	0	0.0002
Cement of Kurdistan	0.002	−0.2566	۰	0.4235	0.3671	−0.160	0.1203	0.1057	−0.108	0.04205	−0.0173	−0.0008
Qaen Cement	0	0	−0.053	0.1976	0	0	0	0	0.2588	−0.178	−0.1720	−0.1243
Lar Sabzevar Cement	0.0326	0.0253	0.0003	0.05328	0.0033	0.0072	0	0.0044	0	0	0.0174	0.01446