List of Articles پرتفوی بهینه

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  1 - Investigation and Test Algorithm of Stochastic Dominance for Evaluation of Optimum Portfolio Efficiency.
  Parham Pedram
• Open Access Article
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  2 - 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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  3 - 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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  4 - Capital market anomalies and Portfolio – selection Strategies in the Tehran stock market
  Shahnaz Nayebzade Qodsiyeh Mahmoudi Kohani
• Open Access Article
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  5 - 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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  6 - 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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  7 - 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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  8 - Combination of DEA and ANP-QUALIFLEX methods to determine the most Efficient Portfolio
  Mozhgan pishdadian Alireza Alinezhad
• Open Access Article
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  9 - 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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  10 - 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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  11 - 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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  12 - 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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  13 - 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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  14 - When Behavioral Portfolio Theory meets mean-variance frontier
  mohammad sajjad moghaddam Fereydon Ohadi
• Open Access Article
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  15 - Comparison of Optimal Portfolio Stocks of Food Processing Companies in Value at Risk Framework
  H. اصغرپور F. فلاحی N. صنوبر A. رضازاده