A Multi-Objective Model for Optimizing Iranian Bank Portfolio Investment Considering Resistive Economy Criteria

摘要

One of the best components for economic growth is supporting national production, however, the main concerns of the manufacturing sector are easy and cheap financing that In Iran is carried out by the banking system, but since start of sanctions against Iran, because of high inflation, banks have turned to corporation and investment to increase their profits. Increase of economy's resistance against the menace of shocks and threats are one of the main national policies which can be satisfied through bank investments. In this research, a multi-objective and mixed integer programming model is proposed to determine the amount of bank investment in different domains and selecting the proposed projects, so that, while satisfying the banking policies (maximizing profit and minimizing risk), resistive economy policies is also realized. The results of the experiments show the necessity and importance of considering the components of the resistance economy in choosing investment projects.