List of Articles پرتفوی

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  1 - Portfolio Optimization Using Markowitz’s Mean-Semi Variance Method on Tehran Stock Exchange
  F. Heibati R. Haddadzadeh
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  2 - Application of MPT & PMPT in Evaluation of Risk ( Financial-Marketing Approach to Iran Cement Industry )
  H. R. Vakilifard J. Barzigar
• Open Access Article
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  3 - تاثیر گرایش های احساسی سرمایه گذاران بر بازده سهام
  فرزانه حیدرپور ید اله تاری وردی مریم محرابی
• Open Access Article
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  4 - Portfolio selection by Using Multi Attribute Decision Making based on grey relational analysis and linear programming
  A. Asghar Anvari Rostami Mahdis Taghavi M. Ebrahim Aghababaei
• Open Access Article
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  5 - Investigation and Test Algorithm of Stochastic Dominance for Evaluation of Optimum Portfolio Efficiency.
  Parham Pedram
• Open Access Article
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  6 - The relation study between Free Float with Downside Risk and Liquidity on Tehran Stock Exchange (TSE)
  فروغ رستمیان المیرا اسلامی برجلو
• Open Access Article
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  7 - The Comparison of Genetic and Weed Algorithms in Portfolio Optimization
  Majid Feshari Pooria Mazaherifar
• Open Access Article
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  8 - ارزیابی تاثیر شاخص های کلاسیک و مدرن اندازه گیری ریسک بر انتخاب پرتفوی در چارچوب تئوری مالی رفتاری
  فرشاد هیبتی مهدی تقوی سید رضا موسوی
• Open Access Article
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  9 - Evaluating the Difference between Investors Biorhythmic Internal Rotations with the Formation of a Portfolio Based on Value Stocks
  Mehdi Darvishan Mohammadreza Abdoli Mohammad Mehdi Hosseini Esmail Alibeiki
  10.30495/jfksa.2023.22390
• Open Access Article
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  10 - The comparison of neural network, ANFIS and AR model in expected return prediction and comparison of memetic and symbiotic organism search in constrained portfolio optimization
  Sayyed Mahdi Rezaei Mahmoud Baghjari Pooria Mazaherifar
• Open Access Article
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  11 - Select the optimum stock portfolio investment based on canonical correlation analysis for member firms of Tehran Stock Exchange
  Saeid Aghasi Ehsan Aghasi Sahar Biglari
• Open Access Article
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  12 - Evaluation of the optimal portfolio using accounting criteria using multi-criteria decision criteria under conditions of uncertainty in the Iranian capital market
  Kamran Taghizadeh allahkaram salehi saber Mullah Alizadeh zovardehi Ali Mahmoodirad
  10.30495/jfksa.2021.19256
• Open Access Article
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  13 - investor's utility in portfolio rebalancing strategies
  Alireza Validi M. Ebrahim Aghababaei
• Open Access Article
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  14 - Comparison of Performance of Selected Stock Portfolios Based on Constraint Theory Criteria with Traditional Grid Matrix Model
  Mohammad Aslani mohammad reza setayesh Mohammad Hasan janani mahmood hematfar
• Open Access Article
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  15 - Evolutionary multi-objective (3 or 4) optimization portfolio using fuzzy logic in Tehran Stock Exchange
  Mohammad Javad Salimi Mirfeiz FallahShams Hadi Khajezadeh Dezfuli
• Open Access Article
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  16 - Portfolio Performance Assessment Based on a Mixed (Economic-Accounting) Approach and Data Envelopment Analysis (DEA)
  Fatemeh Dadbeh Maryam khalili araghi
• Open Access Article
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  17 - Assessing the Impact of Managers' Agency Motivation on Investment Portfolio Selection in the Framework of prospect Theory
  najaf karami Rasoul ABDI nader rezaei asgar pakmaram
• Open Access Article
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  18 - Providing a customer portfolio management (CPM) model to improve customer relationship management (CRM)
  ali akbar jafri Kambiz Shahroodi Seyed Mahmoud Shabgoo Monsef Narges Del Afrooz
• Open Access Article
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  19 - Assessing the various risks of the Iranian petrochemical industry
  Jehad Barzigar Mohammad Jalili
• Open Access Article
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  20 - The Application of Downside Risk and Arbitrage Pricing Model in Risk Assessment (Financial Marketing Approach to Iran's Petrochemical Industry)
  Jehad Barzigar Mohammad Jalili
• Open Access Article
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  21 - Analysis and Evaluation of Effective Behavioral Biases in Investors' Decisions and Determining the Priority of Identified Categories from the Perspective of Experts using Demetel Technique and Analytic Hierarchy Process (AHP)
  amir ,masoud jahani
• Open Access Article
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  22 - Explaining the Role of Investors' Sentiment in Capital Asset Pricing
  Ali Kiamehr Mohammad Hassan Janani Mahmoud Hemmatfar
• Open Access Article
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  23 - Evaluation of investment methods and comparison between the behavioral model and common logical models in choosing the optimal portfolio
  behzad malekzadeh lili Negar khosravipour ali Esmaeilzadeh Maghari
• Open Access Article
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  24 - applying Imperialist competitive algorithm (ICA) for construction and optimization Portfolio
  Ali Morovati Sharifabadi Shirin Azizi Nastaran Ahmadi
• Open Access Article
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  25 - Robust model for optimal portfolio selection
  Saeed Fallahpour Farid Tondnevis
• Open Access Article
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  26 - Evaluate Capital market analyst’s personality traits as a third dimension to their success
  Khadijeh Ebrahimi Mohsen Dastgir Zohreh Latifi
• Open Access Article
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  27 - A novel approach to fulfill active portfolio management and automatic stock trading based on feature selection algorithm
  Reza Tehrani Mohammad Hendijanizadeh Eisa Noruzian Lakvan
• Open Access Article
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  28 - Survey on the relationship between transaction activity ratio and risk, return & portfolio diversification of mutual funds
  Hassan Ghalibaf Asl Maliheh Kordi
• Open Access Article
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  29 - Comparing Efficiency of Performance Evaluation Measures Based on Post Modern Portfolio Theory in Ranking Portfolio formed by Grid Strategy Model
  Hamidreza Vakilifard Shahram Babalooyan Mehrdokht Mozaffari
• Open Access Article
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  30 - The effect of investment horizon on optimum portfolio rebalancing frequency in portfolios of stocks listed on Tehran Stock Exchange with short-selling
  Alireza Validi javad validi
• Open Access Article
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  31 - Comparative between Portfolio based on New & Past Grid Models
  Fraydoon Rahnamay Roodposhti Seyyed Majid Mousavi Anzhaei
• Open Access Article
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  32 - Portfolio Rebalancing Model based on Fuzzy Decision Theory
  Zahra Amirhosseini Laleh Shabani Barzegar
• Open Access Article
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  33 - Impact of Buffer capital changes on banks portfolio risk changes
  Majid Zanjirard Alireza Zamanpour
• Open Access Article
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  34 - Fuzzy portfolio selection under down risk measure by hybrid intelligent algorithm
  Hojat Ansari Adel Behzadi Mostafa Emamdoost
• Open Access Article
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  35 - Presentation a model for crediblistic multi-period portfolio optimization model whit bankruptcy control
  snoor modaresi farshid kheirollah mehrdad ghanbari babak jamshidinavid
• Open Access Article
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  36 - Using Fuzzy Mathematical Programming to Design Portfolio Optimization Model (Case Study: Melli Bank Investment Co.)
  Farhad Vafaei Sobhan Letafati Omid Ardalan
• Open Access Article
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  37 - Portfolio Optimization in Iran Stock Market: Reinforcement Learning Approach
  mahdi esfandiar mohammadali keramati Reza Gholami Jamkarani Kashefy Neishabouri
  10.30495/eco.2022.1965665.2687
• Open Access Article
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  38 - ارزیابی کارایی شرکتهای سرمایه گذاری به کمک معیارهای منتخب مبتنی بر نظریه مدرن فرامدرن پرتفوی در بورس اوراق بهادار تهران
  زاداله فتحی حامد احمدی نیا
• Open Access Article
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  39 - ارزیابی عملکرد پرتفوی بانک ملی ایران براساس معیارهای مبتنی بر تئوری مدرن و فرامدرن پرتفوی در بورس اوراق بهادار تهران
  زاداله فتحی مینا حسین خواه
• Open Access Article
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  40 - Effect of portfolio diversification and performance of selected private banks in Iran
  nasrin takaloo asma shiri Ali Akbar Gholizadeh
  10.30495/ecomag.2023.706729
• Open Access Article
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  41 - تبیین نقش ناهنجاریهای بازار سهام در قیمت‌‌‌‌‌‌‌‌گذاری دارایی‌های سرمایه‌ای Explain the role of stock market anomalies in the pricing of capital assets
  علی کیا مهر محمد حسن جنانی محمود همت فر
• Open Access Article
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  42 - Designing a model to explain the contagion effect of risk in the credit portfolio of a bank with a dynamic conditional correlation approach
  Gholamreza talebian mohsen seighali Mir Feiz Falah
• Open Access Article
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  43 - کارایی معیارهای ارزیابی ریسک در تئوری فرامدرن پرتفوی در صندوق‌های سرمایه گذاری مشترک در دوران رونق تجاری
  زهرا پورزمانی
• Open Access Article
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  44 - The Relationship between Tobin's Q Ratio and Market Value Added with Performance of Investment Companies Considering M2 and Appraisal Ratio Indexes
  Mohammad Reza Khataee Mohammad Taghi Ziaei Bigdeli
• Open Access Article
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  45 - Integrated Multi-Objective and Econometrics Model for Stock Portfolio Optimization
  Abbas KhadempourArani Amirreza Keyghobadi Mehdi MadanchiZaj Gholamreza Zomorodian
  10.30495/faar.2022.693677
• Open Access Article
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  46 - Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method
  Farhad Ghaffari sahar fathi
• Open Access Article
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  47 - Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail
  Ali Souri Saeid Fallahpour Bahman Esmaeili
• Open Access Article
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  48 - Energy Portfolio Returns Explanation Using Fama & French Five-Factor Model
  Mohammad Yousefian Amiri Babak Shirazi Ali Tajdin Hossein Mohammadian Bisheh
• Open Access Article
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  49 - Identify and rank the factors affecting stock portfolio optimization with fuzzy network analysis approach
  Alireza Zamanpour Majid Zanjirdar Majid Davodi Nasr
• Open Access Article
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  50 - Presentation Optimization portfolio model from market index prediction model despite of the long term memory with neural network
  saeed moshtagh Farhad Hosseinzadeh Lotfi Esmail fadayi nezhad
• Open Access Article
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  51 - Development a new ensemble learning approach for stock portfolio selection using multiclass SVM and genetic algorithm
  nasrin bagheri mazraeh amir Daneshvar mehdi madanchi zaj
• Open Access Article
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  52 - Long Memory usage in Portfolio Optimization using the Copula‌ Functions: Empirical evidence of Iran and Turkey Stock Markets
  Hasti Chitsazan Motahareh Moghadasi Reza Tehrani Mohsen Mehrara
• Open Access Article
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  53 - Designing a credit portfolio optimization model in the banking industry using a meta-innovative algorithm
  ali asghar tehrani poor Ebrahim Abbasi Hosein Didehkhani arash naderian
• Open Access Article
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  54 - Optimizing stock portfolios by comparing different technical patterns
  Mahdi Saeidi Kousha saeed mohebbi
• Open Access Article
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  55 - Portfolio optimization in capital market bubble space, application of bee colony algorithm
  Iman Mohammadi Hamzeh Mohammadi Khashoei arezoo aghaei chadegani
• Open Access Article
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  56 - Stock portfolio optimization using Deep Q Reinforcement Learning strategy based on State-Action matrix
  mehdi esfandiyar Mohammadali Ali Karamati Reza Gholami Jamkarani mohammad reza kashefi neyshaboori
• Open Access Article
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  57 - Performance Comparison of tcopula GARCH-LVaR with GARCH-VaR To optimize the portfolio in the Tehran Stock Exchange
  Gholam Reza Taghizadegan , Gholamreza Zomorodian rasoul saadi, mirfeyz Fallah
• Open Access Article
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  58 - Philosophical Attitude in Investment Return, Portfolio Management and Valuation of Companies by Financial Analysts Using Winner's Curse Theory
  Alireza Heidary abbas ramzanzadeh zaidi Ali Bayat Vahab Rostami
• Open Access Article
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  59 - ارائه مدل برنامه ریزی خطی بر مبنای
  زهرا امیرحسینی معصومه قبادی
• Open Access Article
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  60 - بررسی ارزیابی عملکرد 50 شرکت فعال بورس اوراق بهادار تهران
  میرفیض فلاح شمس یونس عطائی
• Open Access Article
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  61 - Evolutionary 4-Objective Optimization Portfolio Algorithms for fuzzy and non-fuzzy selection
  Mohammad javad Salimi Mohammad Taghi Taqhavi Fard Mirfeiz Fallahshams Hadi Khajezadeh Dezfuli
• Open Access Article
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  62 - ارائه مدلی بر مبنای میانگین– آنتروپی– چولگی برای بهینه‌سازی
  عادل بهزادی مصطفی بختیاری
• Open Access Article
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  63 - گشتاورهای مراتب بالاتر در بهینه‌سازی سبد سهام در محیط فازی
  محمدرضا رستمی محمود کلانتری بنجار عادل بهزادی
• Open Access Article
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  64 - Stock Portfolio optimization: Effectiveness of particle swarm optimization and Markowitz model
  Ali Bayat lida asadi
• Open Access Article
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  65 - Applying Multi objective Genetic Algorithms in Portfolio Optimization by Technical Indicators
  Hamidreza Mirzaei Ahmad Khodamipour Omid Pourheidari
• Open Access Article
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  66 - بررسی کارایی شرکتهای سرمایه گذاری به کمک معیارهای شارپ، ترینر و... و تاثیر متغیرهای اقتصادی بر عملکرد پرتفوی آنها
  زاد اله فتحی حامد احمدی نیا جواد افراسیابی شانی
• Open Access Article
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  67 - Development of Fuzzy Random Optimization Model Mean-Developing a fuzzy random portfolio optimization model Considering Investor's Risk Attitude
  Hosein Didehkhani Ebrahim Abbasi Amir Shiri Ghehi Mohammad Moshari
• Open Access Article
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  68 - مدل برنامه‌ریزی خطی فازی برای ﻣﺴﺌﻠﻪ اﻧﺘﺨﺎب ﺳﺒﺪ ﺳﻬﺎم بهینه
  مقصود امیری مهسا محبوب قدسی
• Open Access Article
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  69 - مقایسه کارائی معیارهای استراتژی شتاب (مومنتوم) در انتخاب پرتفوی مناسب
  میرفیض فلاح شمس لیالستانی یونس عطایی
• Open Access Article
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  70 - تجزیه و تحلیل معیارهایانتخاب پرتفوی با استفاده از تکنیک دیمتل
  علی محمدپور اکبر میرزاپورباباجان
• Open Access Article
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  71 - Portfolio optimization in an upside potential and downside risk (UPM-LPM) framework
  ali saleh abadi Mohsen Sayar Mojtaba Shahryari
• Open Access Article
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  72 - Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk
  Amir Shiri Ghehi Hosein Didehkhani kaveh Khalili Damghani parviz Saeedi
• Open Access Article
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  73 - Optimal Currency Portfolio of Foregin Exchange Reserves in the Central Bank of I. R. Iran (Post-Modern Portfolio Approach)
  Saeed Daei-Karimzadeh
• Open Access Article
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  74 - Portfolio choice with high frequency data: constant relative risk aversion preferences and the liquidity effect
  mohammad firouzdehghan Hadi Saeidi Shaban Mohammadi ghasem elahi
• Open Access Article
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  75 - Presenting a fuzzy multi objective model for portfolio selection based on value at risk, semi-skewness and fuzzy credibility theory
  Hosein Didehkhani Saeid Hojjatiastani
• Open Access Article
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  76 - When Behavioral Portfolio Theory meets mean-variance frontier
  mohammad sajjad moghaddam Fereydon Ohadi
• Open Access Article
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  77 - Evaluation of the optimal portfolio portfolio using market criteria using multi-criteria decision criteria under conditions of uncertanty in the Iranian capital market
  Kamran Taghizadeh Saber Mullah Alizadeh Zavardehi Allah Karam Salehi Ali Mahmoudi Rad
  10.30495/afi.2022.1943264.1057
• Open Access Article
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  78 - The role of mutual information content of profit from market indices in the synchronicity of returns and portfolio performance with the mutual entropy approach
  Hassan Zarei Majid Davodi Nasr Majid Zanjirdar
  10.30495/afi.2023.1979811.1196
• Open Access Article
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  79 - ....
  Mohammad Meysam Anoosheh Aboutrab Alirezaei, Hormoz mehrani
• Open Access Article
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  80 - Portfolio selection by multi-criteria fuzzy method with tripartite decision approach and cumulative prospect theory
  Zahra Ahmadi Sayyed Mohammad Reza Davoodi
• Open Access Article
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  81 - طراحی مدل خرید پرتفوی بیمه گذاران بر پایه داده کاوی با استفاده از قوانین انجمنی
  bahman babazadeh baloochi kambiz shahroodi SEYED MOZAFAR MIR BARG KAR
  https://doi.org/10.71837/jhce.2024.1123403
• Open Access Article
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  82 - The Use of Drawdown Beta in Decision-Making for Optimal Portfolio Formation by Managers on the Tehran Stock Exchange
  REZA HADDADZADEH ezatollah abbasian
  DOI: 10.30495/JDAA.1403.1183595