List of Articles پورتفوی

• Open Access Article
  • Abstract Page
  • Full-Text
  
  1 - Analyzing the quality of the sub-optimal solutions of multi-period portfolio optimization with transaction costs and no short selling
  S. Ebrahimi Emamgheisi S. Mohammad Reza Davoodi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  2 - آزمون بکارگیری راهبرد معاملاتی معکوس درتشکیل پورتفوی در بورس اوراق بهادار تهران
  محمد تقی ضیایی بیگدلی کیومرث بهرامی
• Open Access Article
  • Abstract Page
  • Full-Text
  
  3 - Portfolio optimization by using the Copula Approach and multivariate conditional value at risk in Tehran Stock Exchange
  Mirfeiz Fallahshams Amir Sadeghi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  4 - Application of Copula and Simulated Returns in the Portfolio Optimization with Conditional Value-at-Risk (CVaR) in Tehran Stock Exchange (TSE)
  Esmaeil Lalegani Mostafa Zehtabian
• Open Access Article
  • Abstract Page
  • Full-Text
  
  5 - Investigation of Effect Market Return on Stock Return
  Hosseyn Mohammadpour Zarandi Mahmoud Nikzad Kourosh Shayan
• Open Access Article
  • Abstract Page
  • Full-Text
  
  6 - An enhanced model for the index tracking problem with transaction costs
  Amir Azadi Amir Abbas Najafi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  7 - به کارگیری رویکرد تصمیم‌گیری چند معیاره­ فازی در ارزیابی سهام و تشکیل پرتفلیو
  کامران پاکیزه حسین فلاح طلب
• Open Access Article
  • Abstract Page
  • Full-Text
  
  8 - Evaluation of Determining Parameters in Iran Stock Market
  Atena Kebryaie Abdolmajid Dehghan
• Open Access Article
  • Abstract Page
  • Full-Text
  
  9 - Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model
  sayyedmohammadmahdi ahmadi hasan lotfi vali rajabi