List of Articles بهینه‌سازی سبد

• Open Access Article
  • Abstract Page
  • Full-Text
  
  1 - Portfolio optimization with differential evolution and conditional value at risk approach
  Shahin Ramtinnia Romina Atrchi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  2 - Optimizing the deposit portfolio of a private bank
  ehsan saniee iman gharib
  10.30495/jfksa.2021.19250
• Open Access Article
  • Abstract Page
  • Full-Text
  
  3 - Selection and Portfolio Optimization by Mean–Variance Markowitz Model and Using the Different Algorithms
  Jamal Bahri Sales Askar Pakmaram Mostafa Valizadeh
• Open Access Article
  • Abstract Page
  • Full-Text
  
  4 - Developing an uncertain mean-chance model for portfolio optimization using forecasted returns
  Hosein Didehkhani Amir Shiri-ghehi Behzad Miran
• Open Access Article
  • Abstract Page
  • Full-Text
  
  5 - Portfolio Optimization in Capital Market Bubble Condition
  Abdollah Daryabor frydoon Rahnama Roodposhti Hashem Nikoomaram Farhad Ghaffari
• Open Access Article
  • Abstract Page
  • Full-Text
  
  6 - Comparing the performance of optimization models with equity investment funds: evidence from the Tehran Stock Exchange
  Mahmood Pakbaz kataj Daryush Farid
  10.30495/jfksa.2022.20220
• Open Access Article
  • Abstract Page
  • Full-Text
  
  7 - Hybrid Portfolio Optimization using Analytic Hierarchy Process (AHP), Combined Compromise Solution (CoCoSo) and Markowitz Model (Case study of Tehran Stock Exchange)
  Nasimeh Abdi mehdi Moradzadeh Fard Hamid Ahmadzadeh Mahmoud Khoddam
• Open Access Article
  • Abstract Page
  • Full-Text
  
  8 - Selection of optimal portfolio by using improved Non-Dominated Sorting Genetic Algorithm and Evolutionary Algorithm Strength Pareto By taking risk on the basis of conditional value at risk
  Mojtaba Moradi Maryam Ghavidel
• Open Access Article
  • Abstract Page
  • Full-Text
  
  9 - 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
  • Abstract Page
  • Full-Text
  
  10 - طراحی و تدوین الگوی پرتفوی بهینه سهام با استفاده از الگوریتم ملخ و مقایسه آن با مارکوویتز
  رضا بصیری Saeed Aghasi مهدی اشرفیان قینانی
• Open Access Article
  • Abstract Page
  • Full-Text
  
  11 - 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
  • Abstract Page
  • Full-Text
  
  12 - 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
  • Abstract Page
  • Full-Text
  
  13 - Optimal Portfolio Diversification Strategy Using WCVaR Risk Criteria and Its Comparison with Monte Carlo Method
  Mohammad reza Haddadi seyed parviz jalili kamju sara goodarzi dahrizi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  14 - Portfolio Optimization Based on Robust Probablistic Planning Model Using Genetic Algorithm and Shuffled Frog-leaping Algorithm
  MohammadSaeed Heidari Javad Validi Seyed Babak Ebrahimi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  15 - Stock portfolio optimization of companies listed on the Tehran Stock Exchange based on a combination of two-level ensemble machine learning methods and multi-objective meta-innovative algorithms based on market timing approach
  sanaz faridi amir daneshvar Mahdi Madanchi Zaj Shadi Shahverdiani
• Open Access Article
  • Abstract Page
  • Full-Text
  
  16 - Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm
  Somayeh Mousavi Abbasali Jafari-Nodoushan Marzieh Kazemi-Rashnani Mahsa Mohammadtaheri
• Open Access Article
  • Abstract Page
  • Full-Text
  
  17 - A Portfolio Optimization Model for a Private Equity Investment Company under Data Insufficiency Condition with an Artificial Bee Colony Meta-heuristic Approach
  Fereydoun Rahnama Roodposhti Ehsan Sadeh Mirfeiz Fallahshams reza Ehteshamrasi jamil Jalilian
• Open Access Article
  • Abstract Page
  • Full-Text
  
  18 - A Comparison of Optimal Cryptocurrency Portfolios Performance Based on Downside Risk Measures: An Analysis of Quantile-Based Risk Measures
  Mostafa Shabani Hossein Ghanbari emran mohammadi Seyed Ali Mousavi Loleti
  10.71848/jcma.2024.1104452