List of Articles Portfolio

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  1 - Using MODEA and MODM with Different Risk Measures for Portfolio Optimization
  Sarah Navidi Mohsen Rostamy-Malkhalifeh Shokoofeh Banihashemi
  10.22034/amfa.2019.1864620.1200
• Open Access Article
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  2 - Reduction of DEA-Performance Factors Using Rough Set Theory: An Application of Companies in the Iranian Stock Exchange
  Mahnaz Mirbolouki Maryam Joulaei
  10.22034/amfa.2019.1868389.1223
• Open Access Article
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  3 - Portfolio Optimization by Means of Meta Heuristic Algorithms
  Mahmoud Rahmani Maryam Khalili Eraqi Hashem Nikoomaram
  10.22034/amfa.2019.579510.1144
• Open Access Article
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  4 - A Combination of FSAW and DOE Method with an Application to Tehran Stock Exchange
  Salameh Barbat Mahnaz Barkhordariahmadi Vahid Momenaei Kermani
  10.22034/amfa.2021.1914207.1506
• Open Access Article
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  5 - Uncertain Entropy as a Risk Measure in Multi-Objective Portfolio Optimization
  Mahsa mahmoodvandgharahshiran Gholamhossein Yari Mohammad Hassan Behzadi
  10.22034/amfa.2023.1971454.1815
• Open Access Article
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  6 - Making Decision on Selection of Optimal Stock Portfolio Employing Meta Heuristic Algorithms for Multi-Objective Functions Subject to Real-Life Constraints
  Ali Sepehri Hassan Ghodrati Ghazaani Hossein Jabbari Hossein Panahian
  10.22034/amfa.2021.1915292.1525
• Open Access Article
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  7 - The Effect of Macroeconomic Variables on Stock Portfolio Performance Based on Traditional and Modern Network
  Yadegar Mohammadi Asfandiar Mohammadi Gharibeh Esmaili kia
  10.22034/amfa.2020.1865594.1205
• Open Access Article
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  8 - Introduction of New Risk Metric using Kernel Density Estimation Via Linear Diffusion
  Ahmad Darestani Farahani Mohammadreza Miri Lavasani Hamidreza Kordlouie Ghodratallah Talebnia
  10.22034/amfa.2020.1896210.1397
• Open Access Article
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  9 - Higher moments portfolio Optimization with unequal weights based on Generalized Capital Asset pricing model with independent and identically asymmetric Power Distribution
  Bahman Esmaeili Ali Souri Sayyed Mojtaba Mirlohi
  10.22034/amfa.2020.1909590.1484
• Open Access Article
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  10 - The Tail Mean-Variance Model and Extended Efficient Frontier
  Esmat Jamshidi Eini Hamid Khaloozadeh
  10.22034/amfa.2020.1892182.1365
• Open Access Article
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  11 - Evaluating the Performance and Ability Explain of Market Index Returns by Selected Stock Portfolios Based on Throughput Accounting Criteria in Comparison with the New Network Matrix Model
  Mohammad Aslani Mohammad Reza Setayesh Mohammad Hasan Janani Mahmoud Hematfar
  10.22034/amfa.2021.1925531.1574
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  12 - Comparative evaluation of the performance of selected portfoli-os based on AHP and Topsis multi-criteria decision-making techniques with Markowitz mean-variance model
  Mahmoud Hematfar
  10.22034/amfa.2021.1921203.1553
• Open Access Article
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  13 - Developing a Prediction-Based Stock Returns and Portfolio Optimization Model
  Farzad Eivani Davood Jafari Seresht Abbas Aflatooni
  10.22034/amfa.2021.1877733.1304
• Open Access Article
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  14 - Multi-objective possibility model for selecting the optimal stock portfolio
  Abdolmajid Abdolbaghi Ataabadi Alireza Nazemi Masoumeh Saki
  10.22034/amfa.2022.1952682.1705
• Open Access Article
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  15 - Multiple portfolio optimization in Tehran Stock Exchange
  Shadi Khalil Moghadam Farimah Mokhatab Rafiei Mohamad Ali Rastegar Hamed Aghayi Bejestan
  10.22034/amfa.2022.1930153.1592
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  16 - Portfolio optimization considering cardinality constraints and based on various risk factors using the differential evolution algorithm
  Behnaz Ghadimi Mehrzad Minooei Gholamreza Zomorodian Mirfeiz Fallahshams
  https://doi.org/10.71716/amfa.2024.22011688
• Open Access Article
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  17 - Portfolio optimization using gray wolf algorithm and modified Markowitz model based on CO-GARCH modeling
  Fahime Jahanian Ahmad Mohammadi seyyed ali paytakhti oskooe Aliasghar Mottaghi
  10.22034/amfa.2022.1966381.1787
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  18 - Application of meta-heuristic algorithms in portfolio optimization with capital market bubble conditions
  Iman Mohammadi Hamzeh Mohammadi Khoshouei Arezo Aghaee chadegani
  https://doi.org/10.71716/amfa.2024.22091798
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  19 - Selecting The Optimal Multi-Period Stock Portfolio with Different Time Horizons in the Credibility Theory Framework
  Younes Nozarpour Sayyed Mohammad Reza Davoodi Mahdi Fadaee
  10.22034/amfa.2022.1953564.1709
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  20 - Portfolio Optimization under Varying Market Risk Conditions: Copula Dependence and Marginal Value Approaches
  Jila Ahmadi Hasan Ghodrati Ghezaani Mehdi Madanchi Zaj Hossein Jabbari Aliakbar Farzinfar
  10.22034/amfa.2023.1967167.1797
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  21 - Determining the Investment Portfolio Selection Model based on Investor Information using Multi-Criteria Decision Making in the Presence of Uncertainty
  Heshmatollah Shokrian Mohammad Soleimanivareki Reza Shahverdi Mohsen Rabbani
  https://doi.org/10.71716/amfa.2025.23071902
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  22 - Visualized Portfolio Optimization of stock market: Case of TSE
  Fatemeh Lakzaie Alireza Bahiraie saeed mohammadian
  https://doi.org/10.71716/amfa.2024.2301-1853
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  23 - Evaluating the Performance of Forecasting Models for Portfolio Allocation Purposes with Generalized GRACH Method
  Adel Azar Mohsen Hamidian Maryam Saberi Mohammad Norozi
  10.22034/amfa.2017.529057
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  24 - Application of Clayton Copula in Portfolio Optimization and its Comparison with Markowitz Mean-Variance Analysis
  Roya Darabi Mehdi Baghban
  10.22034/amfa.2018.539133
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  25 - Using Genetic Algorithm in Solving Stochastic Programming for Multi-Objective Portfolio Selection in Tehran Stock Exchange
  Seyed Alireza Miryekemami Ehsan Sadeh Zeinolabedin Sabegh
  10.22034/amfa.2017.536271
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  26 - Overview of Portfolio Optimization Models
  Majid Zanjirdar
  10.22034/amfa.2020.674941
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  27 - Mean-AVaR-Skewness-Kurtosis Optimization Portfolio Selection Model in Uncertain Environments
  Farahnaz Omidi Leila Torkzadeh Kazem Nouri
  https://doi.org/10.71716/amfa.2025.91126167