Gökgöz, FazılBorandağ, Filiz2022-04-272022-04-272013http://hdl.handle.net/20.500.12575/79589Many sectors of industry (mechanical, chemistry, telecommunication, environment, transport, etc.) are concerned with complex problems of large dimensions that must be optimized. These optimization problems are seldom single-objective; on the contrary, they frequently have several contradictory criteria or objectives that must be satisfied simultaneously. Multi-objective optimization is a discipline centered on the resolution of these kinds of problems. The aim of this study is to propose a portfolio selection model which takes into account the investors preferences for higher return moments such as skewness and kurtosis. For this propose the PGP (polynomial goal programming) model will be tested on our stocks.trHisse senetleriModern portföy teorisiRisk portföy yönetimimasterThesis