List of Articles Markowitz

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  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
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  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
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  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
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  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
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  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
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  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
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  7 - Robust model for optimal portfolio selection
  Saeed Fallahpour Farid Tondnevis
• Open Access Article
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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  16 - بهینه سازی سبد سهام با استفاده از الگوریتم Big Bang-Big Crunch
  علیرضا علی نژاد
• Open Access Article
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  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
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  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
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  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
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  20 - Stock portfolio optimization using multi-objective genetic algorithm (NSGA II) and maximum Sharp ratio
  Arezou Karimi
• Open Access Article
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  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
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  22 - Stock Portfolio optimization: Effectiveness of particle swarm optimization and Markowitz model
  Ali Bayat lida asadi
• Open Access Article
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  23 - Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model
  sayyedmohammadmahdi ahmadi hasan lotfi vali rajabi