List of Articles Efficient frontier

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  1 - Portfolio Optimization Using Markowitz’s Mean-Semi Variance Method on Tehran Stock Exchange
  F. Heibati R. Haddadzadeh
• Open Access Article
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  2 - Dual Frontiers in Non-convex Data Envelopment Analysis: Efficiency and In-efficiency Assessment and Stability Analysis
  Nasim Nasrabadi Sheyda Ayati
  10.30495/jnrm.2021.15726
• Open Access Article
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  3 - A Value Efficiency-Based Target Setting Approach in Data Envelopment Analysis
  Nasim Nasrabadi
• Open Access Article
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  4 - Application of DEA in the calculation of consolidated index of stock liquidity (evidence of Tehran Stock Exchange)
  Azar Yaghoubi Khankhajeh azita jahanshad
• Open Access Article
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  5 - The impact of structural dependence on the efficient frontier of portfolio changes and comparison with traditional methods in Tehran Stock Exchange (Copula functions)
  Mehdi Salehi Samaneh Zamani Moghaddam
• Open Access Article
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  6 - Application of DEA in the calculation of consolidated index of stock liquidity (evidence of Tehran Stock Exchange)
  Keykhosro Yakideh M. Hassan Gholizadeh S. Morteza Mousavinia
• Open Access Article
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  7 - Application of factor analysis in fuzzy DEA model combined with Markowitz's model portfolio to determine the most efficient companies in the Tehran Stock Exchange
  Hamzeh Pourbabagol Mohammad hossin Nayyeri
• Open Access Article
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  8 - An algorithm for the anchor points of the PPS of the CCR model
  Dariush Akbarian
• Open Access Article
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  9 - Estimating Production Function under Endogeneity: A Model Based on Data Envelopment Analysis
  Roghyeh Malekii Vishkaeii Behrooz Danishian Farhad Hosseinzadeh lotfi
• Open Access Article
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  10 - Differential Characteristics of Efficient Frontiers in DEA with Weight Restrictions
  S. Sohraiee
• Open Access Article
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  11 - The Tail Mean-Variance Model and Extended Efficient Frontier
  Esmat Jamshidi Eini Hamid Khaloozadeh
  10.22034/amfa.2020.1892182.1365
• Open Access Article
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  12 - A new two-phase approach to the portfolio optimization problem based on the prediction of stock price trends
  Hamid Reza Yousefzade Amin Karrabi Aghileh Heydari
  10.22034/amfa.2021.1937022.1622
• Open Access Article
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  13 - بهینه سازی سبد سهام با استفاده از الگوریتم Big Bang-Big Crunch
  علیرضا علی نژاد
• Open Access Article
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  14 - Evaluating the Efficiency of Hospital Emergencies during COVID-19 Pandemic Crisis in the Presence of Undesirable Inputs in DEA
  Abbasali Monzeli Behrouz Daneshian Ghasem Tohidi Masoud Sanei Shabnam Razavyan
  10.30495/fomj.2021.1943126.1040
• Open Access Article
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  15 - Stock portfolio optimization using multi-objective genetic algorithm (NSGA II) and maximum Sharp ratio
  Arezou Karimi
• Open Access Article
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  16 - Optimal Currency Portfolio of Foregin Exchange Reserves in the Central Bank of I. R. Iran (Post-Modern Portfolio Approach)
  Saeed Daei-Karimzadeh