List of Articles مارکویتز

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  1 - The use of genetic algorithm to find the eqiulibrium of the behavior of current investors in a bargaining game
  Maryam Rahimi Hamid Reza Vakili Fard Reza Habibi Bizhan Abedini Davood Khodadadi
  10.30495/jnrm.2023.73849.2428
• Open Access Article
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  2 - 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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  3 - 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
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  4 - Robust model for optimal portfolio selection
  Saeed Fallahpour Farid Tondnevis
• Open Access Article
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  5 - Optimizing Stock Portfolio with regard to Minimum Level of Total Risk using Genetic Algorithm
  Maedeh Kiani Harchegani Seyed Ali Nabavi Chashmi Erfan Memarian
• Open Access Article
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  6 - Promotion of Effective Level of Investment Management in Iran Capital Market using Artificial Neural Network and Fuzzy Logic
  Hossein Amouzad Mahdiraji
• Open Access Article
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  7 - 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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  8 - 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
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  9 - 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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  10 - The management of optimal loan portfolio in banking sector: the case study of the Bank–e Saman
  Mohsen Mehrara Soghra Sadeghian
• Open Access Article
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  11 - بررسی عملکرد الگوریتم GRASP درانتخاب پرتفوی بهینه ( با لحاظ محدودیت کاردینالیتی
  میثم امیری محمدحسن ابراهیمی سروعلیا هما هاشمی
• Open Access Article
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  12 - Stock Portfolio Optimization with MAD and CVaR Criteria by Comparing Classical and Metaheuristic Methods
  Mohammad reza Haddadi Younes Nademi Fateme Tafi
• Open Access Article
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  13 - Selection and Portfolio Optimization by Genetic Algorithms using the Mean Semi-Variance Markowitz Model
  Asgar Pakmaram jamal Bahri Sales Mostafa Valizadeh
• Open Access Article
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  14 - Determining optimal portfolio using fuzzy goal programing based on black hole and hybrid algorithms, considering investors preferences
  Hamed Omidi hamedreza vakilifard
• Open Access Article
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  15 - Stock Portfolio optimization: Effectiveness of particle swarm optimization and Markowitz model
  Ali Bayat lida asadi
• Open Access Article
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  16 - تخصیص دارایی به کمک تکنیک یکپارچه‌ای از روش‌های اقتصادسنجی (ARMA و GARCH) و فرایند تحلیل شبکه‌ای (ANP)
  سیدمحمدامیر هاشمی رضا راعی
• Open Access Article
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  17 - Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model
  sayyedmohammadmahdi ahmadi hasan lotfi vali rajabi