@article{ author = {Farzinfar, Aliakbar, Jahangirnia, hossein, Gholami Jamkarani, Reza, Ghodrati Ghazaani, Hasan}, title = {The Evaluation of Return and Risk on Investment in Stocks based on the Integration of Asset Pricing Multi-Factor Model and Penalty Function}, journal = {Financial Engineering and Portfolio Management}, year = {2019}, volume = {10}, number = {41}, pages = {69-89}, doi = {} }