List of Articles پرتفوی

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  1 - تاثیر گرایش های احساسی سرمایه گذاران بر بازده سهام
  فرزانه حیدرپور ید اله تاری وردی مریم محرابی
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  2 - 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
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  3 - Investigation and Test Algorithm of Stochastic Dominance for Evaluation of Optimum Portfolio Efficiency.
  Parham Pedram
• Open Access Article
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  4 - 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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  5 - 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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  6 - 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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  7 - Portfolio Optimization with CVaR under VG Process
  Mostafa Heidari Haratmeh
• Open Access Article
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  8 - 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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  9 - 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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  10 - Uncertainty in macroeconomic Assets Market: An Approach of Stochastic Portfolio
  Hashem Zare Zeinab Rezaei Sakha Mohammad Zare
• Open Access Article
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  11 - 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
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  12 - Stock portfolio optimization using reliability approach
  Mir Seyed Mohammad Mohsen Emamat Payam Hanafizadeh
• Open Access Article
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  13 - 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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  14 - 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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  15 - Capital market anomalies and Portfolio – selection Strategies in the Tehran stock market
  Shahnaz Nayebzade Qodsiyeh Mahmoudi Kohani
• Open Access Article
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  16 - 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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  17 - 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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  18 - Stock Portfolio Selection Using Dempster-Shafer Evidence Theory
  Shaban Mohammadi Nader Naghshbandi Hadi Saeidi
• Open Access Article
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  19 - 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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  20 - 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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  21 - 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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  22 - 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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  23 - 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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  24 - Fuzzy portfolio selection under down risk measure by hybrid intelligent algorithm
  Hojat Ansari Adel Behzadi Mostafa Emamdoost
• Open Access Article
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  25 - 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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  26 - 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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  27 - 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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  28 - بررسی اثر اهرم و بازخورد نوسانات در بورس تهران
  سید محسن موسوی محمدرضا پورابراهیمی
• Open Access Article
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  29 - 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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  30 - Combination of DEA and ANP-QUALIFLEX methods to determine the most Efficient Portfolio
  Mozhgan pishdadian Alireza Alinezhad
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  31 - Value at Risk Assessment in Tehran Stock Exchange using Non-parametric and parametric Approaches
  ebrahim ghanbari memeshi seyed ali nabavi chashmi erfan memarian
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  32 - 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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  33 - 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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  34 - Smart portfolio using quantitative investment models
  reza mansourian Nader Rezaei sayyedAli Nabavichashmi Ahmad Pouyanfar Ali Abdollahi
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  35 - Applying machine learning models in creation of share optimum portfolio and their comparison
  Mohammad Sarchami Ahmad khodamipour Majid Mohammadi Hadis Zeinali
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  36 - 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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  37 - 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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  38 - 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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  39 - 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
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  40 - 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
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  41 - 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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  42 - Optimizing stock portfolios by comparing different technical patterns
  Mahdi Saeidi Kousha saeed mohebbi
• Open Access Article
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  43 - 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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  44 - 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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  45 - بررسی الگوی ریاضی انتخاب پرتفوی سرمایه گذاری مبتنی بر مالی رفتاری
  فریدون رهنمای رودپشتی فرشاد هیبتی سیدرضا موسوی
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  46 - 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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  47 - ارائه مدلی بر مبنای میانگین– آنتروپی– چولگی برای بهینه‌سازی
  عادل بهزادی مصطفی بختیاری
• Open Access Article
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  48 - گشتاورهای مراتب بالاتر در بهینه‌سازی سبد سهام در محیط فازی
  محمدرضا رستمی محمود کلانتری بنجار عادل بهزادی
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  49 - بهینه‌سازی پرتفوی ردیاب شاخص با استفاده از مدل تک شاخصی پایدار برمبنای شاخص 50 شرکت فعالتر بورس اوراق بهادار تهران
  سعید فلاح پور فرید تندنویس سیدمحمدامیر هاشمی
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  50 - Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk
  Amir Shiri Ghehi Hosein Didehkhani kaveh Khalili Damghani parviz Saeedi
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  51 - Optimal Currency Portfolio of Foregin Exchange Reserves in the Central Bank of I. R. Iran (Post-Modern Portfolio Approach)
  Saeed Daei-Karimzadeh
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  52 - Selection of Fuzzy Multi-Purpose Portfolios Based on the Cross-Sectional Return Model of Data Envelopment Analysis in Tehran Stock Exchange
  fazel mohammadi nodeh Ahmad ayoub mousaabadi masoud asadi abbas babaei Shaban Mohammadi
• Open Access Article
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  53 - When Behavioral Portfolio Theory meets mean-variance frontier
  mohammad sajjad moghaddam Fereydon Ohadi
• Open Access Article
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  54 - ....
  Mohammad Meysam Anoosheh Aboutrab Alirezaei, Hormoz mehrani
• Open Access Article
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  55 - 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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  56 - Designing and testing the product portfolio model with the consumer behavior approach in the service industry of free specialized higher education
  mehdi mansoury vahid reza mirabi seyed mahmoud shabghou monsef
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  57 - Comparison of Optimal Portfolio Stocks of Food Processing Companies in Value at Risk Framework
  H. اصغرپور F. فلاحی N. صنوبر A. رضازاده