List of Articles CVAR

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  1 - Fuzzy Mean-CVaR Portfolio Selection Based on Credibility Theory
  S. Babak Ebrahimi Amirsina Jirofti Matin Abdi
• Open Access Article
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  2 - Portfolio Optimization with CVaR under VG Process
  Mostafa Heidari Haratmeh
• Open Access Article
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  3 - Two-objective optimization of petrochemical portfolio with Strength Pareto Evolutionary Algorithm (SPEA2) by different approaches in portfolio selection
  Arezou Karimi Fatemeh Zakipour
  10.30495/jik.2024.23151
• Open Access Article
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  4 - Providing an Optimal Robust Portfolio Model with Mean- CVaR Approach
  Fatemeh Pouraskari Jourshari Mohsen Khodadadi Seyed Reza Seyed Nejad Fahim
  10.22034/amfa.2021.1934678.1614
• Open Access Article
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  5 - Portfolio Optimization of Listed Industries in Tehran Stock Exchange using Orthogonal GARCH
  sahar abedini esmaiel abounoori Gh. Reza Keshavarz Haddad
  10.30495/fed.2024.709335
• Open Access Article
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  6 - 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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  7 - Presenting the combined algorithm of machine learning and the combination of risk metrics and fuzzy theory in choosing an investment portfolio
  danial mohammadi Seyed jafar Sajadi Emran Mohammadi naeim shokri
• Open Access Article
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  8 - Optimization and active management of Portfolio Using Aunt Colony Algorithm Considering Uncertainty and Robust Programming; Case: Tehran Stock Exchange
  mohammad hosein ranjbari vahid seyed jalal sadeghi sharif reza eivazlu mohsen mehrara
• Open Access Article
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  9 - Optimal Portfolio Diversification Strategy Using WCVaR Risk Criteria and Its Comparison with Monte Carlo Method
  Mohammad reza Haddadi seyed parviz jalili kamju sara goodarzi dahrizi
• Open Access Article
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  10 - Futures Contracts Margin Setting by CVaR Approach Based on Extreme Value Theory
  mirFeyz Fallahshams ali Saghafi alireza naserpoor