List of Articles Conditional value Open Access Article Abstract Page Full-Text 1 - Portfolio Optimization Based on Cross Efficiencies By Linear Model of Conditional Value at Risk Minimization K. Yakideh M.H . Gholizadeh M. Kazmi Open Access Article Abstract Page Full-Text 2 - Three steps method for portfolio optimization by using Conditional Value at Risk measure S. Navidi sh. Banihashemi M. Sanei Open Access Article Abstract Page Full-Text 3 - Estimating Conditional VaR Using Symmetric and Non-Symmetric Autoregressive Models in Old and Oil Markets Saeid Fallahpour Fatemeh Rezvani Mohammadreza Rahimi Open Access Article Abstract Page Full-Text 4 - A framework for measuring and predicting system risk with the conditional value at risk approach Ja'far Baba Jani M. Taghi Taghavi Fard Amin Ghazali Open Access Article Abstract Page Full-Text 5 - Fuzzy Mean-CVaR Portfolio Selection Based on Credibility Theory S. Babak Ebrahimi Amirsina Jirofti Matin Abdi Open Access Article Abstract Page Full-Text 6 - Using intelligent methods in Solving Constrained Portfolio in Tehran Stock Exchange Esmat Jamshidi Eyni Hamid Khaloozadeh Open Access Article Abstract Page Full-Text 7 - Using intelligent methods in Solving Constrained Portfolio in Tehran Stock Exchange Esmat Jamshdi Eyni Hamid Khaloozadeh Open Access Article Abstract Page Full-Text 8 - Comparing the Frechet Distribution and the Generalized Pareto Distribution in Estimating Value at Risk and Conditional Value at Risk in Tehran Stock Exchange Azadeh Meharani Ali Najafi moghadam Ali Baghani Open Access Article Abstract Page Full-Text 9 - Comparative Analysis of Stock Portfolio Optimization in Fireworks and Genetic Algorithms Using Conditional Value at Risk Ali Asghar Shahriari saeed Daei-Karimzadeh Reza Behmanesh 10.30495/jfksa.2021.19255 Open Access Article Abstract Page Full-Text 10 - Presenting of nonlinear hybrid model based on Extreme Value Theory for forecasting the Conditional Value at Risk (CVaR) Ehsan Mohammadian Amiri Ehan Atefi Seyed Babak Ebrahimi Open Access Article Abstract Page Full-Text 11 - Financial Risk Modeling with Markova Chain Fraydoon Rahnamay Roodposhti Hamid Vaezi Ashtiani Bahman Esmaeili Open Access Article Abstract Page Full-Text 12 - Robust Portfolio Optimization with risk measure CVAR under MGH distribution in DEA models Morteza Robatjazi Shokoofeh Banihashemi Navideh Modarresi Open Access Article Abstract Page Full-Text 13 - Systemic risk assessment models: a better approach in Iranian financial institutions majid noroozi Hamid Reza Kordlouei Reza gholamijamkarani hossein Jahangirnia Open Access Article Abstract Page Full-Text 14 - Relationship between risk and risk - aversion utility Based on Multi-Period prospect theory RAZIEH Ahmadi Adel Azar gholam reza zomorodianS Open Access Article Abstract Page Full-Text 15 - Investment Portfolio Optimization of Insurance Companies with Copulas and Extreme Value Approach arash goodarzi reza Tehrani Ali souri Open Access Article Abstract Page Full-Text 16 - 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 17 - An Investigation of methods to reduce transaction costs in Tehran Stock Exchange Romina Atrchi Shahin Ramtinnia Open Access Article Abstract Page Full-Text 18 - Algorithmic Trading System for future contract of gold coin based on intra-day data Mohammad Ali Rastegar Amin Sedaghatipour Open Access Article Abstract Page Full-Text 19 - Selection of optimal portfolio by using improved Non-Dominated Sorting Genetic Algorithm and Evolutionary Algorithm Strength Pareto By taking risk on the basis of conditional value at risk Mojtaba Moradi Maryam Ghavidel Open Access Article Abstract Page Full-Text 20 - Estimating Conditional Value at Risk (CVaR) with consideration the robust of the measure based on robust Cipra method Ehsan Mohammadian Amiri Ehsan Mohammadian Amiri Seyed Babak Ebrahimi Open Access Article Abstract Page Full-Text 21 - Expression and design a model to forecast the exchange rate shocks and stress testing of the currency in Iran Abdollah Rajabi Khanghah Hashem Nikomaram Mehdi Taghavi Fereydoon Rahnamay Roodposhti Mirfiyaz Fallah Shams Open Access Article Abstract Page Full-Text 22 - تاثیر شاخص متا مالمکوئیست روی بهینه سازی سبد دارایی زهره طائب شکوفه بنی هاشمی 10.30495/ijim.2022.61818.1532 Open Access Article Abstract Page Full-Text 23 - Using MODEA and MODM with Different Risk Measures for Portfolio Optimization Sarah Navidi Mohsen Rostamy-Malkhalifeh Shokoofeh Banihashemi 10.22034/amfa.2019.1864620.1200 Open Access Article Abstract Page Full-Text 24 - Portfolio optimization considering cardinality constraints and based on various risk factors using the differential evolution algorithm Behnaz Ghadimi Mehrzad Minooei Gholamreza Zomorodian Mirfeiz Fallahshams 10.22034/amfa.2022.1950768.1688 Open Access Article Abstract Page Full-Text 25 - The Estimation of Systematic Risk in Iranian Financial Sectors (ΔCoVaR Approach) samad hekmati farid Ali Rezazadeh ali malek Open Access Article Abstract Page Full-Text 26 - Fuzzy Portfolio Optimization Using Credibility Theory: Multi-Objective Evolutionary Optimization Algorithms MariehAlsadat MirAboalhassani Farzad Movahedi Sobhani Emran Mohammadi 10.30495/fomj.2022.1949727.1054 Open Access Article Abstract Page Full-Text 27 - Designing and explaining the dynamic model of comprehensive risk transfer of cryptocurrency in the financial markets of the world Reza Karimi Mirfeiz Falahshams Shadi Shahverdiani Gholamreza zomorodian 10.30495/ecomag.2023.1979337.1057 Open Access Article Abstract Page Full-Text 28 - Analyzing and measuring the systemic risk between cryptocurrencies and real currencies using the value-at-risk and the marginal expected shortfall Zohre Rahimi Gholamreza Zomorodian Azita Jahanshad Mehdi Madanchizaj Open Access Article Abstract Page Full-Text 29 - Examining the Efficiency Models, Genetic Algorithm under MSV Risk and Particle Swarm Optimization Algorithm under CVAR Risk Criterion in Selection Optimal Portfolio Shares Listed Firms on Stock Exchange Dariush Adinevand Ebrahim Ali Razini Mahmoud Khodam Fereydoun Ohadi Elham Elsadat Hashemizadeh 10.30495/fed.2023.707996 Open Access Article Abstract Page Full-Text 30 - Stock portfolio optimization using Imperialist Competitive Algorithm (ICA) and Particle Swarm Optimization (PSO) under Conditional Value at Risk (CVaR) Arezou Karimi sara goodarzi dahrizi Open Access Article Abstract Page Full-Text 31 - 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 Abstract Page Full-Text 32 - Stock Portfolio Optimization with MAD and CVaR Criteria by Comparing Classical and Metaheuristic Methods Mohammad reza Haddadi Younes Nademi Fateme Tafi Open Access Article Abstract Page Full-Text 33 - Stock portfolio optimization using multi-objective genetic algorithm (NSGA II) and maximum Sharp ratio Arezou Karimi Open Access Article Abstract Page Full-Text 34 - Estimation value at risk (VAR) and conditional value at risk (CoVaR) at Tehran Stock Exchange by approach to using Fréchet distribution (FD) Azadeh Meharani Ali Najafi moghadam Ali baghani Open Access Article Abstract Page Full-Text 35 - Examining the Efficiency Models, Conditional Value at Risk and Mean Absolute Deviation and Particle Swarm Optimization Algorithm under CVAR and MAD risk criterion in Selection Optimal Portfolio Shares Listed Firms on Stock Exchange dariuosh adinehvand Ebrahim ali Razini Rahmani Mahmod khoddam Fereydon Ohadi alhamsadat hashemizadeh Open Access Article Abstract Page Full-Text 36 - Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm Somayeh Mousavi Abbasali Jafari-Nodoushan Marzieh Kazemi-Rashnani Mahsa Mohammadtaheri Open Access Article Abstract Page Full-Text 37 - Foster-Hart Optimal Portfolio sepehr asefi reza eivazlu reza tehrani Open Access Article Abstract Page Full-Text 38 - The evaluation of Systemic Risk in the Iran Banking System by Delta Conditional Value at Risk ( CoVaR) Criterion asadollah farzinvash naser elahi javad gilanipour Ghadir Mahdavi Open Access Article Abstract Page Full-Text 39 - Measurement conditional value at risk based on FIGARCH-EVT method at Tehran stock Exchange mohammadreza Lotfalipour Mahdiyeh Nosrati abolfazl Ghadiri Moghaddam Mahdi Filsaraei Open Access Article Abstract Page Full-Text 40 - Examining the efficiency of optimization models of multi objective genetic algorithm and particle swarm algorithm under the risk criteria of conditional value at risk and mean smai variance in determining the optimal stock portfolio Dariush Adinehvand Ebrahim Ali Razini Rahmani Mahmoud Khoddam Fereydoun Ohadi Elham Sadat Hashemizadeh 10.30495/afi.2023.1988982.1233 Open Access Article Abstract Page Full-Text 41 - The use of support vector machine and Naive Bayes algorithms and its combination with risk measure and fuzzy theory in the selection of stock portfolio Danial Mohammadi Emran Mohammadi Naeim Shokri Nima Heidari 10.30495/afi.2023.1995691.1257 Open Access Article Abstract Page Full-Text 42 - A Comparison of Optimal Cryptocurrency Portfolios Performance Based on Downside Risk Measures: An Analysis of Quantile-Based Risk Measures Mostafa Shabani Hossein Ghanbari emran mohammadi Seyed Ali Mousavi Loleti Open Access Article Abstract Page Full-Text 43 - Estimation of Economic-resort Valuation of Khafr Waterfall and Recreational area by Determining Effective Factors on Willingness to pay by Using CVM سید نعمت اله موسوی
