List of Articles Markowitz Open Access Article Abstract Page Full-Text 1 - The use of genetic algorithm to find the eqiulibrium of the behavior of current investors in a bargaining game Maryam Rahimi Hamid Reza Vakili Fard Reza Habibi Bizhan Abedini Davood Khodadadi 10.30495/jnrm.2023.73849.2428 Open Access Article Abstract Page Full-Text 2 - Stock portfolio optimization based on the combined model of omega ratio and mean-variance Markowitz based on two-level ensemble machine learning sanaz faridi Mahdi Madanchi Zaj amir daneshvar shadi shahverdiani fereydoon rahnama 10.30495/jfksa.2022.21083 Open Access Article Abstract Page Full-Text 3 - Explaining the Model of Mental Accounting for the Selection of Portfolios of Shares of Companies in the Tehran Stock Exchange with Investment Horizon Approach Hasan Valiyan MohammadReza Abdoli Mehdi Safari Gerayli Jafar Ghilichli Open Access Article Abstract Page Full-Text 4 - 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 Abstract Page Full-Text 5 - Comparing the performance of optimization models with equity investment funds: evidence from the Tehran Stock Exchange Mahmood Pakbaz kataj Daryush Farid 10.30495/jfksa.2022.20220 Open Access Article Abstract Page Full-Text 6 - Hybrid Portfolio Optimization using Analytic Hierarchy Process (AHP), Combined Compromise Solution (CoCoSo) and Markowitz Model (Case study of Tehran Stock Exchange) Nasimeh Abdi mehdi Moradzadeh Fard Hamid Ahmadzadeh Mahmoud Khoddam Open Access Article Abstract Page Full-Text 7 - Robust model for optimal portfolio selection Saeed Fallahpour Farid Tondnevis Open Access Article Abstract Page Full-Text 8 - A novel Meta-Heuristic method for solving an extended Markowitz Mean–Variance portfolio selection model Gholamreza Eslami Bidgoli Ehsan Tayebi Sani Open Access Article Abstract Page Full-Text 9 - Optimizing Stock Portfolio with regard to Minimum Level of Total Risk using Genetic Algorithm Maedeh Kiani Harchegani Seyed Ali Nabavi Chashmi Erfan Memarian Open Access Article Abstract Page Full-Text 10 - The Investigating of Exchange Rate Volatility Impact on Stock Market Price Efficiency and Optimization of Investment Portfolio Ashban Hassani Elnaz Entezar Open Access Article Abstract Page Full-Text 11 - Promotion of Effective Level of Investment Management in Iran Capital Market using Artificial Neural Network and Fuzzy Logic Hossein Amouzad Mahdiraji Open Access Article Abstract Page Full-Text 12 - Portfolio optimization using MCDM methods with the use of Canslim criteria and measures of performance evaluation Mohammad Amin Rahimzadeh Seyed Babak Ebrahimi Reza Ramezanian Open Access Article Abstract Page Full-Text 13 - Comparative evaluation of the performance of selected portfoli-os based on AHP and Topsis multi-criteria decision-making techniques with Markowitz mean-variance model Mahmoud Hematfar 10.22034/amfa.2021.1921203.1553 Open Access Article Abstract Page Full-Text 14 - Portfolio optimization using gray wolf algorithm and modified Markowitz model based on CO-GARCH modeling Fahime Jahanian Ahmad Mohammadi seyyed ali paytakhti oskooe Aliasghar Mottaghi 10.22034/amfa.2022.1966381.1787 Open Access Article Abstract Page Full-Text 15 - Determining the Optimum Investment Portfolios in the Iranian Banking Network Base on Bi-level Game using the Markowitz Optimization Model by Firefly Algorithm Mehdi Memarpour Ashkan Hafezalkotob Mohammad Khalilzadeh Abbas Saghaei Roya Soltani Open Access Article Abstract Page Full-Text 16 - بهینه سازی سبد سهام با استفاده از الگوریتم Big Bang-Big Crunch علیرضا علی نژاد Open Access Article Abstract Page Full-Text 17 - Optimizing the investment portfolio using ccc, dcc and Markowitz algorithm models : Evidence from the stock exchange zahra ghorbani Alireza Daghighi Asli Marjan Damankeshideh roya seifipour 10.30495/ECOMAG.1402.1045588 Open Access Article Abstract Page Full-Text 18 - 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 Abstract Page Full-Text 19 - 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 20 - Stock portfolio optimization using multi-objective genetic algorithm (NSGA II) and maximum Sharp ratio Arezou Karimi Open Access Article Abstract Page Full-Text 21 - Determining optimal portfolio using fuzzy goal programing based on black hole and hybrid algorithms, considering investors preferences Hamed Omidi hamedreza vakilifard Open Access Article Abstract Page Full-Text 22 - Stock Portfolio optimization: Effectiveness of particle swarm optimization and Markowitz model Ali Bayat lida asadi Open Access Article Abstract Page Full-Text 23 - Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model sayyedmohammadmahdi ahmadi hasan lotfi vali rajabi Open Access Article Abstract Page Full-Text 24 - Determining the optimal weight of the portfolio of bank assets using value at risk (case study of Bank D) shahahram kordi فرزانه خلیلی مهدی صادقی
