Identifying the optimal dimensions of meta-innovative models in risk management

Optimization and risk management issues in the stock exchange is one of the main research fields in modern risk management. In general, an investor prefers that the return of the portfolio increases as much as possible, but at the same time, he also wants to reduce the risk. This research is practical in terms of its purpose, which was done quantitatively. In terms of methodology and the method of data collection, it is considered a descriptive research that has been implemented post-event. In order to collect data in this research, library and document methods were used. The statistical population of this research is the active companies in the food industry accepted in the Tehran Stock Exchange, and in this regard, an example of Koroosh Food Industry Company with the symbol of Ghakoroosh was considered in the period of 2016 to 2018. In order to analyze the data, mean-variance, semi-variance and statistical indices were used along with the meta-innovative model of genetics and using Matlab software to provide the best model for risk management. The findings showed that with the increase of a-cut, the number of points on the Pareto front decreased and for each point with fixed time, the project implementation cost increased. Also, the amount of the quadruple anchor functions of the sources increases noticeably. In the Pareto front, for fixed time and cost reduction, the amount of quadruple anchors increases. The difference between the results in the two states of limited and unlimited resources shows that the project can be done in the state of limited resources for a fixed time with a higher cost and by increasing the quadruple anchor functions.