List of Articles Portfolio

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  1 - Analysis The Factors and Components of Portfolio Management of Health R&D Projects with a Metasynthesis Approach
  Maryam Kheradranjbar Abbas khamseh Seyed-Javad Iranban
  10.30495/jmfr.2023.72046.2805
• Open Access Article
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  2 - Corporate Strategies
  هاشم Nikoumaram M.A Abdolvand
• Open Access Article
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  3 - Portfolio Optimization Using Markowitz’s Mean-Semi Variance Method on Tehran Stock Exchange
  F. Heibati R. Haddadzadeh
• Open Access Article
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  4 - Estimating Portfolio Market Risk Based on Value at Risk (VaR)
  M. Khalili Araghi S. Hashemi
• Open Access Article
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  5 - Design and Implementation of an Appropriate Model for Allocating Bank Loans
  M. E. Mohammad Pourzarandi M. Minouei H. Nikoomaram
• Open Access Article
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  6 - Application of MPT & PMPT in Evaluation of Risk ( Financial-Marketing Approach to Iran Cement Industry )
  H. R. Vakilifard J. Barzigar
• Open Access Article
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  7 - Portfolio ranking: using finance technology set in DEA models (Case Study: Tehran Stock Exchange)
  A. Davtalab R. Mehrjoo
• Open Access Article
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  8 - Modeling and Comparison of Fuzzy and Non-Fuzzy Multi-Objective Evolution Optimization Portfolios in Tehran Stock Exchange
  Mohammad Fallah Hadi Khajezadeh Dezfuli Hamed Nozari
• Open Access Article
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  9 - Resource management for the issue of selecting and scheduling a self-financing project portfolio in Project-oriented organizations
  Seyed Mahdi Mirkhorsandi Langaroudi Hossein Khosravi Alireza Davoodi Seyed Mojtaba Movahedifar
• Open Access Article
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  10 - 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
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  11 - Three steps method for portfolio optimization by using Conditional Value at Risk measure
  S. Navidi sh. Banihashemi M. Sanei
• Open Access Article
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  12 - Comparison of particle swarm optimization and tabu search algorithms for portfolio selection problem
  M. Kazemi A. Heidari M. Lashkary
• Open Access Article
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  13 - Efficiency analysis of the meta-heuristic algorithms in portfolio optimization
  Sina Shirtavani Mehdi Homayonfar Keyhan Azadi amir daneshvar
• Open Access Article
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  14 - Predicting Financial Contagion from Generating shock in Investment Institutions Activated in Capital Market due to Overlapping Portfolios Risk
  Alireza Rayati Shavazi Abbas Rezaei Pandari
• Open Access Article
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  15 - Explaining the fuzzy genetic model of choosing a resilient supplier portfolio in the supply chain of the construction industry under recession conditions
  amir mohtasham taghi torabi reza radfar mohammadereza motadel nazanin pilehvari
• Open Access Article
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  16 - Analyzing the quality of the sub-optimal solutions of multi-period portfolio optimization with transaction costs and no short selling
  S. Ebrahimi Emamgheisi S. Mohammad Reza Davoodi
• Open Access Article
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  17 - Provide a robust planning model Possibility to select a stock portfolio based on Sharp ratio
  Maghsoud Amiri Mohammad Saeed Heidary
• Open Access Article
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  18 - High Frequency Market Microstructure Noise Estimates and Inference Regarding Returns: a portfolio switching approach
  Jalal Seifoddini F. Rahnamay Roodposhti Hashem Nikoomaram
• Open Access Article
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  19 - Estimating the Investment Risk in a Digital Currency Portfolio and Optimizing it Using Value at Risk
  Ahmad Aghamohammadi Fereydoon Ohadi Mohsen Seighaly Bahman Banimahd
• Open Access Article
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  20 - Fuzzy Mean-CVaR Portfolio Selection Based on Credibility Theory
  S. Babak Ebrahimi Amirsina Jirofti Matin Abdi
• Open Access Article
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  21 - Portfolio optimization with differential evolution and conditional value at risk approach
  Shahin Ramtinnia Romina Atrchi
• Open Access Article
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  22 - Portfolio selection by Using Multi Attribute Decision Making based on grey relational analysis and linear programming
  A. Asghar Anvari Rostami Mahdis Taghavi M. Ebrahim Aghababaei
• Open Access Article
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  23 - The two-stage Approach for Stock Selection and Portfolio Composition (Enriched Promethee Method)
  Saeed Khodamoradi Mahdi Bashiri Hossein Reisi
• Open Access Article
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  24 - Portfolio Selection by Means of Artificial Bee Colony Algorithm and its Comparison with Genetic Algorithm and Ant Colony Algorithm
  Mahmoud Rahmani Maryam Khalili Araghi Hashem Nikoomaram
• Open Access Article
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  25 - Optimizing the deposit portfolio of a private bank
  ehsan saniee iman gharib
  10.30495/jfksa.2021.19250
• Open Access Article
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  26 - Portfolio selection with Lower tail dependence and Extreme value theory
  Said Falahpur Samine Feyzolah
• Open Access Article
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  27 - The formation of the investment optimal portfolio based on the approach of the analysis of Social channels in Iran’s equities market (Quantitative and qualitative attitude)
  mahshid esfahanian hamidreza vakilifard Shadi Shahverdiani Mohammad Hassan Janani
  10.30495/jfksa.2023.22387
• Open Access Article
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  28 - Designing Automatic Re-balancing Model Using Technical Analysis Concept of Divergence
  S. M. Lale Sajjadi S. Hojjat Vakili S. Babak Ebrahimi
• Open Access Article
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  29 - The Study Of The beneficially Contrarian Investment Strategy To Gain The Return And Analyze Sensitivity Of Financial Indicators By Using Tukey Test In Tehran Stock Exchange
  محمود معین الدین شهناز نایب زاده رسول زارع مهرجردی علی فاضل یزدی
• Open Access Article
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  30 - Stock selection of Tehran stock exchange investors with hybrid of data envelopment analysis (DEA) and goal programming (GP)
  محمد غلی افشارکاظمی مریم خلیلی عراقی احمد سادات کیایی
• Open Access Article
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  31 - Investigating Risk Management Structure and Portfolio Management of Insurance Companies
  Mirfeiz Fallah Shams Zahra Mobaraki
• Open Access Article
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  32 - Pricing of build-operate-transfer and public-private partnership projects under risk
  Adel Hambashi Ahmad Ebrahimi Roya Soltani
  10.30495/jfksa.2022.20213
• Open Access Article
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  33 - The relation study between Free Float with Downside Risk and Liquidity on Tehran Stock Exchange (TSE)
  فروغ رستمیان المیرا اسلامی برجلو
• Open Access Article
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  34 - Developing an uncertain mean-chance model for portfolio optimization using forecasted returns
  Hosein Didehkhani Amir Shiri-ghehi Behzad Miran
• Open Access Article
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  35 - The Comparison of Genetic and Weed Algorithms in Portfolio Optimization
  Majid Feshari Pooria Mazaherifar
• Open Access Article
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  36 - A bi-objective portfolio rebalancing model for index traking problem under transaction costs and solving it using meta-heuristic algorithms
  Amir abass Najafi Ehsan Fazeli Sabzevar
• Open Access Article
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  37 - Using intelligent methods in Solving Constrained Portfolio in Tehran Stock Exchange
  Esmat Jamshidi Eyni Hamid Khaloozadeh
• Open Access Article
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  38 - Using intelligent methods in Solving Constrained Portfolio in Tehran Stock Exchange
  Esmat Jamshdi Eyni Hamid Khaloozadeh
• Open Access Article
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  39 - Codification of Dendrograms Portfolio Based on Euclidean Distance Measure (A Comparison Between Different Methods of Hierarchical Clustering)
  Hojatollah Sadeghi Sharifeh Forooghi Dehnavi
• Open Access Article
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  40 - 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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  41 - Introduction a conceptual model of the effective factors of contrarian trading strategy in the formation of a profitable portfolio using the Grounded theory
  Ebrahim Qashqai Allah Karam Salehi Ali Mahmoodirad
  10.30495/jfksa.2023.23080
• Open Access Article
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  42 - Evaluating the Difference between Investors Biorhythmic Internal Rotations with the Formation of a Portfolio Based on Value Stocks
  Mehdi Darvishan Mohammadreza Abdoli Mohammad Mehdi Hosseini Esmail Alibeiki
  10.30495/jfksa.2023.22390
• Open Access Article
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  43 - Portfolio Optimization with CVaR under VG Process
  Mostafa Heidari Haratmeh
• Open Access Article
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  44 - The comparison of neural network, ANFIS and AR model in expected return prediction and comparison of memetic and symbiotic organism search in constrained portfolio optimization
  Sayyed Mahdi Rezaei Mahmoud Baghjari Pooria Mazaherifar
• Open Access Article
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  45 - 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
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  46 - Optimal Portfolio of Syndicated Loans with Downside Risk Approach
  hossein rezaei Mohammad Oghbaei Jazani
  10.30495/jfksa.2022.21088
• Open Access Article
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  47 - Portfolio Optimization in Capital Market Bubble Condition
  Abdollah Daryabor frydoon Rahnama Roodposhti Hashem Nikoomaram Farhad Ghaffari
• Open Access Article
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  48 - Select the optimum stock portfolio investment based on canonical correlation analysis for member firms of Tehran Stock Exchange
  Saeid Aghasi Ehsan Aghasi Sahar Biglari
• Open Access Article
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  49 - Evaluation of the optimal portfolio using accounting criteria using multi-criteria decision criteria under conditions of uncertainty in the Iranian capital market
  Kamran Taghizadeh allahkaram salehi saber Mullah Alizadeh zovardehi Ali Mahmoodirad
  10.30495/jfksa.2021.19256
• Open Access Article
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  50 - 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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  51 - investor's utility in portfolio rebalancing strategies
  Alireza Validi M. Ebrahim Aghababaei
• Open Access Article
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  52 - Smart Portfolio Modeling Using the Kalman Filter Pattern and Kelly Functions
  Reza Mansourian Nader Rezaei Seid Ali Nabavi Chashmi Ahmad Pouyanfar Ali Abdollahi
• Open Access Article
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  53 - Uncertainty in macroeconomic Assets Market: An Approach of Stochastic Portfolio
  Hashem Zare Zeinab Rezaei Sakha Mohammad Zare
• Open Access Article
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  54 - The study of relationship between financial liberalization and economic growth at Middle East and South Africa
  مریم خوشنویس اعظم احمدیان فاطمه مهربانی
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  55 - Financial Risk Modeling with Markova Chain
  Fraydoon Rahnamay Roodposhti Hamid Vaezi Ashtiani Bahman Esmaeili
• Open Access Article
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  56 - How to optimize the CPO Share Portfolio in the Composite Stock Price Index
  haryadi sarjono Boyke __Setiawan __Soeratin Boyke __Setiawan __Soeratin Richard __Ananda __Gunawan Richard __Ananda __Gunawan
• Open Access Article
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  57 - Applicability of Capital Assets Pricing Model (CAPM) on Pakistan Stock Markets
  M. Rizwan Qamar S. Rehman S. A. Shah
• Open Access Article
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  58 - The Current Models of Credit Portfolio Management: A Comparative Theoretical Analysis
  A. Derbali S. Hallara
• Open Access Article
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  59 - A Evaluation Power of Value at Risk (VaR) model and Fama & French 3-Factor Estimation model Selecting Optimazed Portfolio of Stock in Stocks Market of Tehran in Year 2001-2008
  دکتر قدرت اله طالب نیا فاطمه احمدی نظام آبادی
• Open Access Article
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  60 - Evaluation portfolio’s performance according to Sharp and Traynor ratio which selected based on accounting models of Intellectual Capital by using Grid matrix model H
  هاشم نیکومرام فریدون رهنمای رودپشتی هدی همتی
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  61 - A Model for Financial Resources Allocation Pattern Using Portfolio Concept (A case study of NIOC)
  Mohammadreza Moghaddam Albert Boghosian
• Open Access Article
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  62 - Evaluating the efficiency of bank branches with random data
  Maryam Ghashami Farhad Hosseinzadeh lotfi
• Open Access Article
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  63 - Robust Portfolio Optimization with risk measure CVAR under MGH distribution in DEA models
  Morteza Robatjazi Shokoofeh Banihashemi Navideh Modarresi
• Open Access Article
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  64 - Portfolio Performance Evaluation in a Modified Mean-Variance-Skewness Framework with Negative Data
  Sh. Banihashemi M. Sanei M. Azizi
• Open Access Article
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  65 - Cross Efficiency Evaluation with Negative Data in Selecting the Best of Portfolio Using OWA Operator Weights
  Sh. Banihashemi M. Sanei
• Open Access Article
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  66 - Estimating the Efficient Portfolio in Non-Radial DEA and DEA-R Models
  Forod Najafi Mohammad Reza Mozaffari
• Open Access Article
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  67 - Impact of portfolio diversification on the performance of holding companies based on modern and modernized theories of portfolios
  ali farhadian
• Open Access Article
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  68 - Comparison of Performance of Selected Stock Portfolios Based on Constraint Theory Criteria with Traditional Grid Matrix Model
  Mohammad Aslani mohammad reza setayesh Mohammad Hasan janani mahmood hematfar
• Open Access Article
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  69 - Portfolio optimization by using the Copula Approach and multivariate conditional value at risk in Tehran Stock Exchange
  Mirfeiz Fallahshams Amir Sadeghi
• Open Access Article
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  70 - Optimization of Network-Based Matrix Investment Portfolio and Comparison with Fuzzy Neural Combination Pattern and Genetic Algorithm(ANFIS)
  ALI SheidaeiNarmigi Fraydoon Rahnamay Roodposhti Reza Radfar
• Open Access Article
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  71 - Evolutionary multi-objective (3 or 4) optimization portfolio using fuzzy logic in Tehran Stock Exchange
  Mohammad Javad Salimi Mirfeiz FallahShams Hadi Khajezadeh Dezfuli
• Open Access Article
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  72 - Portfolio Optimization Using Hierarchical and Denotation Clustering in Tehran Stock Exchange.
  mojtaba mirlohi nima mohammadi Todeshki
• Open Access Article
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  73 - Portfolio Performance Assessment Based on a Mixed (Economic-Accounting) Approach and Data Envelopment Analysis (DEA)
  Fatemeh Dadbeh Maryam khalili araghi
• Open Access Article
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  74 - Stock portfolio optimization using reliability approach
  Mir Seyed Mohammad Mohsen Emamat Payam Hanafizadeh
• Open Access Article
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  75 - 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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  76 - Assessing the Impact of Managers' Agency Motivation on Investment Portfolio Selection in the Framework of prospect Theory
  najaf karami Rasoul ABDI nader rezaei asgar pakmaram
• Open Access Article
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  77 - Providing a customer portfolio management (CPM) model to improve customer relationship management (CRM)
  ali akbar jafri Kambiz Shahroodi Seyed Mahmoud Shabgoo Monsef Narges Del Afrooz
• Open Access Article
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  78 - Assessing the various risks of the Iranian petrochemical industry
  Jehad Barzigar Mohammad Jalili
• Open Access Article
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  79 - Design of Mathematical Optimization Algorithm of Banks' Foreign Exchange Portfolios on the Basis of Fuzzy Logic and Relevant Risk Indices (Case Study: Bank Mellat)
  Gholamreza Bayati Mohammad Ebrahim Mohammad Pourzarandi HAMIDREZA KORDLOUIE Arefeh Fadavi
• Open Access Article
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  80 - Efficiency measurement of mutual fund families performance in Iran using two-stage DEA models
  Maryam Masoumi Hajir Fatemeh Rakhshan Mohammad Reza Alirezaee
• Open Access Article
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  81 - The Application of Downside Risk and Arbitrage Pricing Model in Risk Assessment (Financial Marketing Approach to Iran's Petrochemical Industry)
  Jehad Barzigar Mohammad Jalili
• Open Access Article
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  82 - Analysis and Evaluation of Effective Behavioral Biases in Investors' Decisions and Determining the Priority of Identified Categories from the Perspective of Experts using Demetel Technique and Analytic Hierarchy Process (AHP)
  amir ,masoud jahani
• Open Access Article
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  83 - Optimal Portfolio Selection using Machine Learning Algorithms
  Mohammad baghar yazdani khodashahri Seyed Hossein Naslemousavi Mir Saeid Hoseini Shirvani
• Open Access Article
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  84 - Explaining the Role of Investors' Sentiment in Capital Asset Pricing
  Ali Kiamehr Mohammad Hassan Janani Mahmoud Hemmatfar
• Open Access Article
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  85 - Combining Multi-Criteria Decision Making and Mathematical Optimization as a Basis for Capital Decision Making
  Ali Sepehri Hossein Jabbari Hassan Ghodrati Ghazaani Hossein Panahian
• Open Access Article
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  86 - Dynamic Optimization of Investment Portfolio under Liquidity with Benchmark Process
  Razeih Fatehpour mohsen hamidian shadi shahverdiani Ali Najafi Moghadam Zohreh Hajiha
• Open Access Article
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  87 - Evaluation of investment methods and comparison between the behavioral model and common logical models in choosing the optimal portfolio
  behzad malekzadeh lili Negar khosravipour ali Esmaeilzadeh Maghari
• Open Access Article
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  88 - The Impact of Perceived Portfolio Returns on Investor Decisions - The underlying psychological mechanism
  Mohammadreza zolghadrnasab sina kherdyar Fazel Mohammadi Noodeh aiyuob ahmadi
• Open Access Article
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  89 - 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
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  90 - Investigating the relationship between personality phases of mutual fund managers and fund risk measures: considering the moderating effect of personality types
  Hosein Didehkhani Amir reza Mehralizadeh
• Open Access Article
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  91 - Solving portfolio selection problem using Dantzig-Wolfe algorithm
  Javad Behnamian Mohammad Moshrefi
• Open Access Article
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  92 - Investigation of Effect Market Return on Stock Return
  Hosseyn Mohammadpour Zarandi Mahmoud Nikzad Kourosh Shayan
• Open Access Article
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  93 - Capital market anomalies and Portfolio – selection Strategies in the Tehran stock market
  Shahnaz Nayebzade Qodsiyeh Mahmoudi Kohani
• Open Access Article
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  94 - An Investigation of methods to reduce transaction costs in Tehran Stock Exchange
  Romina Atrchi Shahin Ramtinnia
• Open Access Article
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  95 - applying Imperialist competitive algorithm (ICA) for construction and optimization Portfolio
  Ali Morovati Sharifabadi Shirin Azizi Nastaran Ahmadi
• Open Access Article
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  96 - Investigation of the variable of the illiquidity risk and the effect it’s on the excess of stock return in the stock market
  Hosein Mohammadpour Zarandi S.M. Tabatabaei Mozdabadi
• Open Access Article
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  97 - Developing an expert system to create and rebalance investment portfolio, using technical analysis
  Seyed Hojat Vakili Amir Abbas Najafi Seyed Babak Ebrahimi
• Open Access Article
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  98 - Presentation of a model for the active optimization of stock portfolios using value at risk exposure; Application of Convergence Variance Difference Models Approach Based on Algorithm DE Approach
  Saeid Fallahpour Reza Raei M. Esmaeil Fadaeinejad Reza Monajati
• Open Access Article
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  99 - Performance Evaluation of risk premium measurement models: q-theory asset pricing model against three factor model of fama and french
  Gholamreza kordestani Mozhde Ghasemi
• Open Access Article
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  100 - Robust model for optimal portfolio selection
  Saeed Fallahpour Farid Tondnevis
• Open Access Article
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  101 - 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
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  102 - The Impact of Investor’s Perception of Risk on Portfolio Management (Case Study: Active Investor’s Mashhad Stock brokers)
  Ahmad Nategh Golestan Elahe Damghani Ahmad Sabahi
• Open Access Article
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  103 - Minimizing portfolio variance with the limitations of (L)
  Mahdi Salehi Mahmoud Lari Dashtbayaz Narges Makhmalbaf
• Open Access Article
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  104 - The Effect of Portfolio Diversification on Value at Risk in Tehran Stock Exchange (TSE)
  Ali Rostami Narges Niknia
• Open Access Article
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  105 - Evaluate Capital market analyst’s personality traits as a third dimension to their success
  Khadijeh Ebrahimi Mohsen Dastgir Zohreh Latifi
• Open Access Article
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  106 - Testing portfolio strategies based on fundamental, technical and heuristically with behavioral objects and characteristics of Tehran stoke market investors
  Esfandyar Shahmansuri
• Open Access Article
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  107 - A novel approach to fulfill active portfolio management and automatic stock trading based on feature selection algorithm
  Reza Tehrani Mohammad Hendijanizadeh Eisa Noruzian Lakvan
• Open Access Article
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  108 - Stock Portfolio Selection Using Dempster-Shafer Evidence Theory
  Shaban Mohammadi Nader Naghshbandi Hadi Saeidi
• Open Access Article
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  109 - Proposing and solving a multi-objective index tracking portfolio model considering beta, risk and tracking error of the portfolio
  Amir Abbas Najafi Saba Khorasani
• Open Access Article
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  110 - 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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  111 - Evaluation Grid matrix model according to Sharp and Traynor ratio for assessing portfolio’s performance in selective model
  Hashem Nikoomaram Hoda Hemmati
• Open Access Article
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  112 - Survey on the relationship between transaction activity ratio and risk, return & portfolio diversification of mutual funds
  Hassan Ghalibaf Asl Maliheh Kordi
• Open Access Article
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