List of Articles Higher moments

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  1 - Higher moments portfolio Optimization with unequal weights based on Generalized Capital Asset pricing model with independent and identically asymmetric Power Distribution
  Bahman Esmaeili Ali Souri Sayyed Mojtaba Mirlohi
  10.22034/amfa.2020.1909590.1484
• Open Access Article
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  2 - Investigating portfolio performance with higher moment considering entropy and rolling window in banking, insurance, and leasing industries
  Arash Amini Maryam Khalili Araghi Hashem Nikoomaram
  10.22034/amfa.2022.1954904.1720
• Open Access Article
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  3 - Analysis of stock returns response to non-systematic risk torque measurement models with a simultaneous role of arbitrage constraints and limited investor
  رقیه طالبی مجید زنجیردار محمدرضا پورفخاران
  DOI: 10.30495/FAAR.1403.1073177
• Open Access Article
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  4 - Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail
  Ali Souri Saeid Fallahpour Bahman Esmaeili