List of Articles portfolio

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  1 - Corporate Strategies
  هاشم Nikoumaram M.A Abdolvand
• Open Access Article
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  2 - Portfolio Optimization Using Markowitz’s Mean-Semi Variance Method on Tehran Stock Exchange
  F. Heibati R. Haddadzadeh
• Open Access Article
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  3 - Design and Implementation of an Appropriate Model for Allocating Bank Loans
  M. E. Mohammad Pourzarandi M. Minouei H. Nikoomaram
• Open Access Article
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  4 - 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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  5 - Resource management for the issue of selecting and scheduling a self-financing project portfolio in Project-oriented organizations
  Seyed Mahdi Mirkhorsandi Langaroudi Hossein Khosravi Alireza Davoodi Seyed Mojtaba Movahedifar
• Open Access Article
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  6 - Comparison of particle swarm optimization and tabu search algorithms for portfolio selection problem
  M. Kazemi A. Heidari M. Lashkary
• Open Access Article
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  7 - Efficiency analysis of the meta-heuristic algorithms in portfolio optimization
  Sina Shirtavani Mehdi Homayonfar Keyhan Azadi amir daneshvar
• Open Access Article
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  8 - Predicting Financial Contagion from Generating shock in Investment Institutions Activated in Capital Market due to Overlapping Portfolios Risk
  Alireza Rayati Shavazi Abbas Rezaei Pandari
• Open Access Article
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  9 - Explaining the fuzzy genetic model of choosing a resilient supplier portfolio in the supply chain of the construction industry under recession conditions
  amir mohtasham taghi torabi reza radfar mohammadereza motadel nazanin pilehvari
• Open Access Article
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  10 - Analyzing the quality of the sub-optimal solutions of multi-period portfolio optimization with transaction costs and no short selling
  S. Ebrahimi Emamgheisi S. Mohammad Reza Davoodi
• Open Access Article
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  11 - Portfolio optimization with differential evolution and conditional value at risk approach
  Shahin Ramtinnia Romina Atrchi
• Open Access Article
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  12 - Optimizing the deposit portfolio of a private bank
  ehsan saniee iman gharib
  10.30495/jfksa.2021.19250
• Open Access Article
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  13 - The formation of the investment optimal portfolio based on the approach of the analysis of Social channels in Iran’s equities market (Quantitative and qualitative attitude)
  mahshid esfahanian hamidreza vakilifard Shadi Shahverdiani Mohammad Hassan Janani
  10.30495/jfksa.2023.22387
• Open Access Article
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  14 - The Study Of The beneficially Contrarian Investment Strategy To Gain The Return And Analyze Sensitivity Of Financial Indicators By Using Tukey Test In Tehran Stock Exchange
  محمود معین الدین شهناز نایب زاده رسول زارع مهرجردی علی فاضل یزدی
• Open Access Article
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  15 - Pricing of build-operate-transfer and public-private partnership projects under risk
  Adel Hambashi Ahmad Ebrahimi Roya Soltani
  10.30495/jfksa.2022.20213
• Open Access Article
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  16 - 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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  17 - A bi-objective portfolio rebalancing model for index traking problem under transaction costs and solving it using meta-heuristic algorithms
  Amir abass Najafi Ehsan Fazeli Sabzevar
• Open Access Article
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  18 - Explaining the Model of Mental Accounting for the Selection of Portfolios of Shares of Companies in the Tehran Stock Exchange with Investment Horizon Approach
  Hasan Valiyan MohammadReza Abdoli Mehdi Safari Gerayli Jafar Ghilichli
• Open Access Article
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  19 - Introduction a conceptual model of the effective factors of contrarian trading strategy in the formation of a profitable portfolio using the Grounded theory
  Ebrahim Qashqai Allah Karam Salehi Ali Mahmoodirad
  10.30495/jfksa.2023.23080
• Open Access Article
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  20 - Comparative Analysis of Stock Portfolio Optimization in Fireworks and Genetic Algorithms Using Conditional Value at Risk
  Ali Asghar Shahriari saeed Daei-Karimzadeh Reza Behmanesh
  10.30495/jfksa.2021.19255
• Open Access Article
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  21 - Optimal Portfolio of Syndicated Loans with Downside Risk Approach
  hossein rezaei Mohammad Oghbaei Jazani
  10.30495/jfksa.2022.21088
• Open Access Article
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  22 - 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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  23 - Smart Portfolio Modeling Using the Kalman Filter Pattern and Kelly Functions
  Reza Mansourian Nader Rezaei Seid Ali Nabavi Chashmi Ahmad Pouyanfar Ali Abdollahi
• Open Access Article
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  24 - Uncertainty in macroeconomic Assets Market: An Approach of Stochastic Portfolio
  Hashem Zare Zeinab Rezaei Sakha Mohammad Zare
• Open Access Article
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  25 - Financial Risk Modeling with Markova Chain
  Fraydoon Rahnamay Roodposhti Hamid Vaezi Ashtiani Bahman Esmaeili
• Open Access Article
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  26 - The Current Models of Credit Portfolio Management: A Comparative Theoretical Analysis
  A. Derbali S. Hallara
• Open Access Article
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  27 - A Evaluation Power of Value at Risk (VaR) model and Fama & French 3-Factor Estimation model Selecting Optimazed Portfolio of Stock in Stocks Market of Tehran in Year 2001-2008
  دکتر قدرت اله طالب نیا فاطمه احمدی نظام آبادی
• Open Access Article
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  28 - Evaluating the efficiency of bank branches with random data
  Maryam Ghashami Farhad Hosseinzadeh lotfi
• Open Access Article
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  29 - Estimating the Efficient Portfolio in Non-Radial DEA and DEA-R Models
  Forod Najafi Mohammad Reza Mozaffari
• Open Access Article
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  30 - Impact of portfolio diversification on the performance of holding companies based on modern and modernized theories of portfolios
  ali farhadian
• Open Access Article
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  31 - Optimization of Network-Based Matrix Investment Portfolio and Comparison with Fuzzy Neural Combination Pattern and Genetic Algorithm(ANFIS)
  ALI SheidaeiNarmigi Fraydoon Rahnamay Roodposhti Reza Radfar
• Open Access Article
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  32 - 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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  33 - Stock portfolio optimization using reliability approach
  Mir Seyed Mohammad Mohsen Emamat Payam Hanafizadeh
• Open Access Article
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  34 - 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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  35 - Assessing the various risks of the Iranian petrochemical industry
  Jehad Barzigar Mohammad Jalili
• Open Access Article
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  36 - Design of Mathematical Optimization Algorithm of Banks' Foreign Exchange Portfolios on the Basis of Fuzzy Logic and Relevant Risk Indices (Case Study: Bank Mellat)
  Gholamreza Bayati Mohammad Ebrahim Mohammad Pourzarandi HAMIDREZA KORDLOUIE Arefeh Fadavi
• Open Access Article
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  37 - 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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  38 - 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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  39 - Combining Multi-Criteria Decision Making and Mathematical Optimization as a Basis for Capital Decision Making
  Ali Sepehri Hossein Jabbari Hassan Ghodrati Ghazaani Hossein Panahian
• Open Access Article
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  40 - 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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  41 - The Impact of Perceived Portfolio Returns on Investor Decisions - The underlying psychological mechanism
  Mohammadreza zolghadrnasab sina kherdyar Fazel Mohammadi Noodeh aiyuob ahmadi
• Open Access Article
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  42 - Presentation of a model for the active optimization of stock portfolios using value at risk exposure; Application of Convergence Variance Difference Models Approach Based on Algorithm DE Approach
  Saeid Fallahpour Reza Raei M. Esmaeil Fadaeinejad Reza Monajati
• Open Access Article
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  43 - The Impact of Investor’s Perception of Risk on Portfolio Management (Case Study: Active Investor’s Mashhad Stock brokers)
  Ahmad Nategh Golestan Elahe Damghani Ahmad Sabahi
• Open Access Article
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  44 - Minimizing portfolio variance with the limitations of (L)
  Mahdi Salehi Mahmoud Lari Dashtbayaz Narges Makhmalbaf
• Open Access Article
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  45 - The Effect of Portfolio Diversification on Value at Risk in Tehran Stock Exchange (TSE)
  Ali Rostami Narges Niknia
• Open Access Article
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  46 - 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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  47 - Testing portfolio strategies based on fundamental, technical and heuristically with behavioral objects and characteristics of Tehran stoke market investors
  Esfandyar Shahmansuri
• Open Access Article
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  48 - 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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  49 - Stock Portfolio Selection Using Dempster-Shafer Evidence Theory
  Shaban Mohammadi Nader Naghshbandi Hadi Saeidi
• Open Access Article
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  50 - Proposing and solving a multi-objective index tracking portfolio model considering beta, risk and tracking error of the portfolio
  Amir Abbas Najafi Saba Khorasani
• Open Access Article
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  51 - A study on how managers of mutual funds invest in Iran (With an approach based on technical & fundamental analysis and Modern Portfolio Theory)
  Mohammadreza Nikbakht Yasser Kargari Mahtab Davarzadeh
• Open Access Article
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  52 - 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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  53 - A Pattern for Portfolio Optimization in A Speculative Bubble Condition According to Mental Accounting
  Maryam Saberi Roya Darabi Mohsen Hamidian
• Open Access Article
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  54 - Explain the behavior of the optimal portfolio choice than the standard financial
  Majid Zanjirdar Reza Mosavi Maryam Saberi
• Open Access Article
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  55 - Discuss Optimal Portfolio Efficiency in terms of Kurtosis Model in Phase environment
  Ehsan Ghadrdan Khosro Faghani Makrani Samira Solgi
• Open Access Article
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  56 - Fuzzy Portfolio Optimization using Meta-heuristic Unconscious Search Algorithm
  Mohammad Eghbalnia Seyed Maziar Daliran
• Open Access Article
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  57 - Fuzzy portfolio selection under down risk measure by hybrid intelligent algorithm
  Hojat Ansari Adel Behzadi Mostafa Emamdoost
• Open Access Article
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  58 - یک روش DEA فازی برای انتخاب پروژه با استفاده از تحلیل ریسک مطلوب و نا مطلوب
  شقایق صادقیان فرهاد حسین زاده لطفی بهروز دانشیان نیما آذرمیر
  10.30495/ijim.2022.59776.1508
• Open Access Article
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  59 - The investigation of loss aversion in investment companies in Tehran stock exchange
  Zahra Madahi Roya Derakhshani
• Open Access Article
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  60 - The Effect of Portfolio Assessment on the Development of Metadiscourse Markers Awareness in EFL Learners' Oral Performance
  tooba mardani
• Open Access Article
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  61 - 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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  62 - 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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  63 - 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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  64 - 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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  65 - 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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  66 - 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
• Open Access Article
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  67 - 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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  68 - 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
• Open Access Article
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  69 - 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
• Open Access Article
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  70 - 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
• Open Access Article
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  71 - Investigating the Role of Non-Financial Information Analysis and Risk- Return Analysis along with Financial Information in Increasing the Efficiency of the Stock Portfolio of Banks
  Alishir Taheri Morteza Shafiee Fariborz Evazzadeh Fath
• Open Access Article
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  72 - Portfolio Optimization and the Momentum- Contrarian Strategy (MCS)- Based Performance: Evidence from Tehran Stock Exchange
  Homayun Soltanzadeh Reza Keykhaei Abdolmajid Abdolbaghi Ataabadi Mohammad Hosein Arman
  10.30495/jsm.2022.1966975.1685
• Open Access Article
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  73 - 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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  74 - Guidelines for indexes of project selection by content analysis approach
  Abdolmehdi Salehizadeh Jaffar Mahmudi
• Open Access Article
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  75 - Selecting the portfolio of construction projects with a life cycle approach using DEMATEL and TOPSIS Fuzzy techniques (Sarchesmeh Mehrkariman Company)
  mohammad forozandeh mohsen roozbahani
  10.30495/imj.2023.1938019.1684
• Open Access Article
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  76 - Optimizing the investment portfolio using the Markowitz model and fuzzy multi-objective programming (case study: Tehran Stock Exchange)
  Shadi Kanaani Mahdi Yousefi Nejad Attari Zohreh  Khalilpourshiraz
• Open Access Article
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  77 - Using Delphi, AHP and TOPSIS Methods for Evaluating and Ranking Investment Projects in Multiple Portfolio
  Vahid Baradaran Ahmad Borjy Peyman Zandi Alamdar Davoodabadi
• Open Access Article
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  78 - Prioritizing the Project’s Assessing Criteria for Project Portfolio Selection with FAHP (Case study: Department of science& Marine Technologies)
  Mohammad Foad Darvishi Chadegani Seyed Akbar Nilipour Tabatabee
• Open Access Article
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  79 - A Study of the Relationship between Change in Productivity indices and Change in Financial Variables among Accepted Companies in Tehran Stock Market
  Farhad Shahvaise Peyman Akbari Mehrdad Ghanbari
• Open Access Article
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  80 - Multi-objective Portfolio Optimization Model by Fruit Fly Optimization Algorithm
  Amir Amini alireza alinezhad
• Open Access Article
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  81 - Presenting a model for stock portfolio optimization based on a combination of GARCH-copula models in Tehran Stock Exchange
  Somayeh Rasekh Amir Mohammadzadeh Mohsen Seighali
  10.30495/qrm.2024.1994609.1043
• Open Access Article
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  82 - The Effect of Portfolio Assessment on the Development of Metacognitive Awareness in EFL Learners' Translating in the Academic Context
  tooba mardani
• Open Access Article
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  83 - The effect of liquidity and diversification on choosing the optimal investment portfolio
  ABBAS KHADEMPOUR ARANI Mehdi Madani Zaj AmirReza Keyqobadi QolamReza Zomorodian
• Open Access Article
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  84 - Combination of DEA and ANP-QUALIFLEX methods to determine the most Efficient Portfolio
  Mozhgan pishdadian Alireza Alinezhad
• Open Access Article
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  85 - A Regret Minimization Approach in Product Portfolio Management with respect to Customers’ Price-sensitivity
  Maryam Esmaeili Azadeh Arjmand
  10.22094/joie.2018.746.1476
• Open Access Article
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  86 - The project portfolio selection and scheduling problem: mathematical model and algorithms
  Bahman Naderi
• Open Access Article
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  87 - Project Portfolio Selection with the Maximization of Net Present Value
  Mostafa Nikkhah Nasab Amir Abbas Najafi
• Open Access Article
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  88 - A Fuzzy Goal Programming Model for Efficient Portfolio Selection.
  Abolfazl Kazemi Ali Shakourloo Alireza Alinezhad
  10.22094/joie.2017.277
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  89 - Extension of Portfolio Selection Problem with Fuzzy Goal Programming: A Fuzzy Allocated Portfolio Approach
  Alireza Alinezhad Majid Zohrehbandian Meghdad Kian Mostafa Ekhtiari Nima Esfandiari
• Open Access Article
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  90 - Determining the Optimum Investment Portfolios in the Iranian Banking Network Base on Bi-level Game using the Markowitz Optimization Model by Firefly Algorithm
  Mehdi Memarpour Ashkan Hafezalkotob Mohammad Khalilzadeh Abbas Saghaei Roya Soltani
• Open Access Article
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  91 - Portfolio Assessment as a Window into Reading Development
  Mahvan Ebrahimzadeh Mohammad Reza Khodareza
• Open Access Article
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  92 - Developing an Optimized Portfolio Model using Modified Risk Aversion Coefficient
  Roohollah Mehralizadeh shiadehi hosein didehkhani Ali Khozain arash naderian
  10.71848/jcma.2024.997154
• Open Access Article
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  93 - A Comparative Study of Dynamic Portfolio Optimization Using Grey Relational Analysis Methods and Basic Methods (Average, Moving Average and Moving Average) in Tehran Stock Exchange
  Reza Adak Mehdi Meshki Miavaghi Mohammad Hassan Qolizadeh
  10.71848/jcma.2024.997309
• Open Access Article
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  94 - Stock portfolio optimization using prohibited search algorithms and itinerant trader
  fatemeh samadi fatemeh khosravi Hossein Eslami Mofid Abadi
• Open Access Article
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  95 - Electronic Portfolio: A Tool for Improving Student's Motivational Beliefs
  Ali Dana Nasrin Tork Isa Rezaei
• Open Access Article
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  96 - Customer Behavior Mining Framework (CBMF) using clustering and classification techniques
  Farshid Abdi Shaghayegh Abolmakarem
• Open Access Article
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  97 - Robustness-based portfolio optimization under epistemic uncertainty
  Md. Asadujjaman Kais Zaman
• Open Access Article
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  98 - Substitution of traditional money with virtual currencies and its effects on macroeconomic variables in the form of DSGE model
  mohammad pouraghdam taghi torabi abbas memarnezhad teymor mohammadi
• Open Access Article
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  99 - Optimizing the investment portfolio using ccc, dcc and Markowitz algorithm models : Evidence from the stock exchange
  zahra ghorbani Alireza Daghighi Asli Marjan Damankeshideh roya seifipour
  10.30495/ECOMAG.1402.1045588
• Open Access Article
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  100 - Portfolio Optimization of Listed Industries in Tehran Stock Exchange using Orthogonal GARCH
  sahar abedini esmaiel abounoori Gh. Reza Keshavarz Haddad
  10.30495/fed.2024.709335
• Open Access Article
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  101 - Application of Threshold-based Filtered Networks in Stock Portfolio Selection and Performance Evaluation
  Marzieh Noorahmadi Hojatullah Sadeghi
  10.30495/fed.2023.705588
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  102 - An Investigation of Risk Structure on the Agriculture Sector using the Optimizing of Combination paid loans to different economic Sectors in Iran’s Bank
  اسعد اله رضایی نادر حکیمی پور احمد نریمانی منصوره یزدان خواه
• Open Access Article
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  103 - Optimal stock portfolio selection using the combined salp swarm algorithm and sine cosine algorithm and forward neural networks
  Seyed Ali Hoseini َAli Esmaeilzadeh Maghari Azita Jahanshad
• Open Access Article
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  104 - 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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  105 - Integrated Multi-Objective and Econometrics Model for Stock Portfolio Optimization
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