List of Articles پرتفوی

• Open Access Article
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  1 - Portfolio Optimization Using Markowitz’s Mean-Semi Variance Method on Tehran Stock Exchange
  F. Heibati R. Haddadzadeh
• Open Access Article
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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 - تبیین فرایند چهار گامی محاسبه ارزش در معرض خطر به عنوان معیاری برای اندازهگیری ریسک و پیادهسازی آن در یک مدل بهینه سازی سرمایهگذاری
  زینب سجادی سعید فتحی
• Open Access Article
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  4 - تاثیر گرایش های احساسی سرمایه گذاران بر بازده سهام
  فرزانه حیدرپور ید اله تاری وردی مریم محرابی
• Open Access Article
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  5 - Estimating the Investment Risk in a Digital Currency Portfolio and Optimizing it Using Value at Risk
  Ahmad Aghamohammadi Fereydoon Ohadi Mohsen Seighaly Bahman Banimahd
• Open Access Article
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  6 - 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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  7 - 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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  8 - Investigation and Test Algorithm of Stochastic Dominance for Evaluation of Optimum Portfolio Efficiency.
  Parham Pedram
• Open Access Article
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  9 - 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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  10 - The Comparison of Genetic and Weed Algorithms in Portfolio Optimization
  Majid Feshari Pooria Mazaherifar
• Open Access Article
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  11 - 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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  12 - 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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  13 - 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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  14 - 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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  15 - Portfolio Optimization with CVaR under VG Process
  Mostafa Heidari Haratmeh
• Open Access Article
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  16 - 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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  17 - 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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  18 - 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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  19 - 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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  20 - investor's utility in portfolio rebalancing strategies
  Alireza Validi M. Ebrahim Aghababaei
• Open Access Article
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  21 - 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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  22 - Uncertainty in macroeconomic Assets Market: An Approach of Stochastic Portfolio
  Hashem Zare Zeinab Rezaei Sakha Mohammad Zare
• Open Access Article
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  23 - بهینه سازی سبد سرمایه گذاری شرکت سرمایه گذاری بانک سپه با استفاده از مدل ترکیبی مارکوویتز و GARCH چند متغیره
  یگانه موسوی جهرمی الهام غلامی ساجده سامعی
• Open Access Article
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  24 - 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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  25 - Evaluation portfolio’s performance according to Sharp and Traynor ratio which selected based on accounting models of Intellectual Capital by using Grid matrix model H
  هاشم نیکومرام فریدون رهنمای رودپشتی هدی همتی
• Open Access Article
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  26 - 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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  27 - 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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  28 - 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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  29 - Stock portfolio optimization using reliability approach
  Mir Seyed Mohammad Mohsen Emamat Payam Hanafizadeh
• Open Access Article
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  30 - 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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  31 - 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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  32 - Assessing the various risks of the Iranian petrochemical industry
  Jehad Barzigar Mohammad Jalili
• Open Access Article
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  33 - 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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  34 - 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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  35 - Explaining the Role of Investors' Sentiment in Capital Asset Pricing
  Ali Kiamehr Mohammad Hassan Janani Mahmoud Hemmatfar
• Open Access Article
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  36 - Dynamic Optimization of Investment Portfolio under Liquidity with Benchmark Process
  Razeih Fatehpour mohsen hamidian shadi shahverdiani Ali Najafi Moghadam Zohreh Hajiha
• Open Access Article
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  37 - 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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  38 - Capital market anomalies and Portfolio – selection Strategies in the Tehran stock market
  Shahnaz Nayebzade Qodsiyeh Mahmoudi Kohani
• Open Access Article
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  39 - applying Imperialist competitive algorithm (ICA) for construction and optimization Portfolio
  Ali Morovati Sharifabadi Shirin Azizi Nastaran Ahmadi
• Open Access Article
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  40 - Style investing and portfolio composition based on fundamental ratios and technical indicators
  Kamran Pakize Milad Rahmani Fatemeh Azizzade
• Open Access Article
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  41 - Robust model for optimal portfolio selection
  Saeed Fallahpour Farid Tondnevis
• Open Access Article
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  42 - 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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  43 - 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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  44 - 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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  45 - Stock Portfolio Selection Using Dempster-Shafer Evidence Theory
  Shaban Mohammadi Nader Naghshbandi Hadi Saeidi
• Open Access Article
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  46 - 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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  47 - Evaluation Grid matrix model according to Sharp and Traynor ratio for assessing portfolio’s performance in selective model
  Hashem Nikoomaram Hoda Hemmati
• Open Access Article
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  48 - 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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  49 - 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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  50 - 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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  51 - 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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  52 - Comparative between Portfolio based on New & Past Grid Models
  Fraydoon Rahnamay Roodposhti Seyyed Majid Mousavi Anzhaei
• Open Access Article
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  53 - Investigation of capabilities of econometrist models in determination of value at risk in investment companies for determination of optimized portfolio in capital market of Iran
  Hashem Nikoomaram Gholamreza Zomorodian
• 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 - Optimization of portfolio Constituted from mutual funds of Tehran stock exchange using genetic algorithm
  Fraydoon Rahnamay Roodposhty Kazem Chavoshi Ebrahim Saber
• Open Access Article
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  56 - 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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  57 - Portfolio Rebalancing Model based on Fuzzy Decision Theory
  Zahra Amirhosseini Laleh Shabani Barzegar
• Open Access Article
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  58 - Impact of Buffer capital changes on banks portfolio risk changes
  Majid Zanjirard Alireza Zamanpour
• Open Access Article
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  59 - 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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  60 - The Relationship between Winners and Losses of Portfolios based on Stockholding Rates by Institutional Investors with Momentum and Reverse Profits
  Jamal Bahri Sales Asgar Pakmaram Ali Afrouzian Azar Ghodrat Ghaderi
• Open Access Article
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  61 - Fuzzy portfolio selection under down risk measure by hybrid intelligent algorithm
  Hojat Ansari Adel Behzadi Mostafa Emamdoost
• Open Access Article
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  62 - 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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  63 - 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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  64 - The impact of meta-heuristic hybrid algorithm analysis on portfolio diversification and excess return of investment funds and its role in Islamic financial marketing
  Narges Salehi Azari Shadi Shahverdiani Gholamreza Zomorodian
• Open Access Article
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  65 - بررسی‌ سودآوری استراتژی سرمایه‌گذاری مومنتوم در بورس اوراق بهادار تهران
  دکتر غلامرضا اسلامی بیدگلی دکترسیدعلی نبوی چاشمی دکتر محمود یحیی زاده فر صدیقه ایکانی
• Open Access Article
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  66 - بررسی اثر اهرم و بازخورد نوسانات در بورس تهران
  سید محسن موسوی محمدرضا پورابراهیمی
• Open Access Article
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  67 - 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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  68 - Combination of DEA and ANP-QUALIFLEX methods to determine the most Efficient Portfolio
  Mozhgan pishdadian Alireza Alinezhad
• Open Access Article
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  69 - 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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  70 - 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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  71 - 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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  72 - 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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  73 - 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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  74 - Value at Risk Assessment in Tehran Stock Exchange using Non-parametric and parametric Approaches
  ebrahim ghanbari memeshi seyed ali nabavi chashmi erfan memarian
• Open Access Article
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  75 - 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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  76 - Optimizing the investment portfolio using cumulative prospect theory based on elliptic two-point distribution
  بهزاد ملک زاده لیلی نگار خسروی پور
  DOI: 10.30495/FAAR.1403.1073038
• Open Access Article
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  77 - 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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  78 - رتبه بندی میزان تاثیر اقلام کلیدی ترازنامه ای و نسبت‌های سودآوری در انتخاب پرتفوی بهینه (با استفاده از تکنیک های داده کاوی)
  امیررضا کیقبادی سمیه فتحی سمیرا سیف
• Open Access Article
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  79 - 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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  80 - 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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  81 - Smart portfolio using quantitative investment models
  reza mansourian Nader Rezaei sayyedAli Nabavichashmi Ahmad Pouyanfar Ali Abdollahi
• Open Access Article
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  82 - Applying machine learning models in creation of share optimum portfolio and their comparison
  Mohammad Sarchami Ahmad khodamipour Majid Mohammadi Hadis Zeinali
• Open Access Article
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  83 - 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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  84 - 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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  85 - 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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  86 - Designing a Risk Assessment Model and determining an Optimal Currency Portfolio for banks by Value-at-risk (VaR) criterion and exponentially weighted moving average (EWMA)
  Gholamreza Bayati Mohammad Ebrahim mohammadPourzarandi
• Open Access Article
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  87 - 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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  88 - 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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  89 - 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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  90 - 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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  91 - 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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  92 - Optimizing stock portfolios by comparing different technical patterns
  Mahdi Saeidi Kousha saeed mohebbi
• Open Access Article
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  93 - 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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  94 - Study of Effects of Financial Information on Stock Price Momentum in Winning and Losing Portfolios Using Data Mining Methods: Neural Networks and Decision Trees
  hamid bodaghi razvan hejazi Mohammadreza Mehrabanpour
• Open Access Article
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  95 - 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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  96 - 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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  97 - choosing the composition of the bank's foreign exchange portfolio to reduce risk of the Managing net open position (NOP)
  yousef toomari mozhgan safa Mir Feiz Falah Hossein Moghadam
• Open Access Article
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  98 - 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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  99 - ارائه مدل برنامه ریزی خطی بر مبنای
  زهرا امیرحسینی معصومه قبادی
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  100 - بررسی ارزیابی عملکرد 50 شرکت فعال بورس اوراق بهادار تهران
  میرفیض فلاح شمس یونس عطائی
• Open Access Article
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  101 - 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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  DOI: 10.30495/JDAA.1403.1183595