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 - 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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  5 - 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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  6 - 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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  7 - 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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  8 - 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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  9 - 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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  10 - 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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  11 - 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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  12 - 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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  13 - 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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  14 - 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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  15 - Fuzzy Mean-CVaR Portfolio Selection Based on Credibility Theory
  S. Babak Ebrahimi Amirsina Jirofti Matin Abdi
• Open Access Article
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  16 - Portfolio optimization with differential evolution and conditional value at risk approach
  Shahin Ramtinnia Romina Atrchi
• Open Access Article
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  17 - 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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  18 - 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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  19 - 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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  20 - Optimizing the deposit portfolio of a private bank
  ehsan saniee iman gharib
  10.30495/jfksa.2021.19250
• Open Access Article
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  21 - Portfolio selection with Lower tail dependence and Extreme value theory
  Said Falahpur Samine Feyzolah
• Open Access Article
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  22 - Investigating Risk Management Structure and Portfolio Management of Insurance Companies
  Mirfeiz Fallah Shams Zahra Mobaraki
• Open Access Article
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  23 - 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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  24 - 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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  25 - 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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  26 - The Comparison of Genetic and Weed Algorithms in Portfolio Optimization
  Majid Feshari Pooria Mazaherifar
• Open Access Article
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  27 - 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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  28 - Portfolio Optimization with CVaR under VG Process
  Mostafa Heidari Haratmeh
• Open Access Article
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  29 - 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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  30 - Portfolio Optimization in Capital Market Bubble Condition
  Abdollah Daryabor frydoon Rahnama Roodposhti Hashem Nikoomaram Farhad Ghaffari
• Open Access Article
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  31 - 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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  32 - 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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  33 - 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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  34 - investor's utility in portfolio rebalancing strategies
  Alireza Validi M. Ebrahim Aghababaei
• Open Access Article
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  35 - The study of relationship between financial liberalization and economic growth at Middle East and South Africa
  مریم خوشنویس اعظم احمدیان فاطمه مهربانی
• Open Access Article
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  36 - 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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  37 - The Current Models of Credit Portfolio Management: A Comparative Theoretical Analysis
  A. Derbali S. Hallara
• Open Access Article
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  38 - 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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  39 - 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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  40 - 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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  41 - 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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  42 - 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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  43 - 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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  44 - 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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  45 - 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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  46 - 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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  47 - 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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  48 - 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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  49 - Assessing the various risks of the Iranian petrochemical industry
  Jehad Barzigar Mohammad Jalili
• Open Access Article
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  50 - 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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  51 - 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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  52 - 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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  53 - 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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  54 - Explaining the Role of Investors' Sentiment in Capital Asset Pricing
  Ali Kiamehr Mohammad Hassan Janani Mahmoud Hemmatfar
• Open Access Article
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  55 - 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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  56 - 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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  57 - 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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  58 - Solving portfolio selection problem using Dantzig-Wolfe algorithm
  Javad Behnamian Mohammad Moshrefi
• Open Access Article
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  59 - An Investigation of methods to reduce transaction costs in Tehran Stock Exchange
  Romina Atrchi Shahin Ramtinnia
• Open Access Article
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  60 - applying Imperialist competitive algorithm (ICA) for construction and optimization Portfolio
  Ali Morovati Sharifabadi Shirin Azizi Nastaran Ahmadi
• Open Access Article
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  61 - 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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  62 - 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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  63 - Robust model for optimal portfolio selection
  Saeed Fallahpour Farid Tondnevis
• Open Access Article
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  64 - 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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  65 - 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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  66 - 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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  67 - 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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  68 - Stock Portfolio Selection Using Dempster-Shafer Evidence Theory
  Shaban Mohammadi Nader Naghshbandi Hadi Saeidi
• Open Access Article
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  69 - 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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  70 - 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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  71 - A study on how managers of mutual funds invest in Iran (With an approach based on technical & fundamental analysis and Modern Portfolio Theory)
  Mohammadreza Nikbakht Yasser Kargari Mahtab Davarzadeh
• Open Access Article
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  72 - Comparing Efficiency of Performance Evaluation Measures Based on Post Modern Portfolio Theory in Ranking Portfolio formed by Grid Strategy Model
  Hamidreza Vakilifard Shahram Babalooyan Mehrdokht Mozaffari
• Open Access Article
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  73 - The effect of investment horizon on optimum portfolio rebalancing frequency in portfolios of stocks listed on Tehran Stock Exchange with short-selling
  Alireza Validi javad validi
• Open Access Article
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  74 - Comparative between Portfolio based on New & Past Grid Models
  Fraydoon Rahnamay Roodposhti Seyyed Majid Mousavi Anzhaei
• Open Access Article
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  75 - Portfolio Rebalancing Model based on Fuzzy Decision Theory
  Zahra Amirhosseini Laleh Shabani Barzegar
• Open Access Article
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  76 - Impact of Buffer capital changes on banks portfolio risk changes
  Majid Zanjirard Alireza Zamanpour
• Open Access Article
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  77 - Fuzzy portfolio selection under down risk measure by hybrid intelligent algorithm
  Hojat Ansari Adel Behzadi Mostafa Emamdoost
• Open Access Article
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  78 - یک روش DEA فازی برای انتخاب پروژه با استفاده از تحلیل ریسک مطلوب و نا مطلوب
  شقایق صادقیان فرهاد حسین زاده لطفی بهروز دانشیان نیما آذرمیر
  10.30495/ijim.2022.59776.1508
• Open Access Article
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  79 - An algorithm based on Mean-CVaR for selecting efficient portfolio with cardinality constraints
  فرهاد حسین زاده لطفی Fatemeh Fattahi سعید محرابیان علی هادی
• Open Access Article
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  80 - تاثیر شاخص متا مالمکوئیست روی بهینه سازی سبد دارایی
  زهره طائب شکوفه بنی هاشمی
  10.30495/ijim.2022.61818.1532
• Open Access Article
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  81 - Students’ perceptions about writing portfolios: A case of Iranian EFL students
  Behrooz Ghoorchaei Mansoor Tavakoli
  10.30486/relp.2019.669076
• Open Access Article
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  82 - The Effect of Portfolio Assessment on the Development of Metadiscourse Markers Awareness in EFL Learners' Oral Performance
  tooba mardani
• Open Access Article
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  83 - Using MODEA and MODM with Different Risk Measures for Portfolio Optimization
  Sarah Navidi Mohsen Rostamy-Malkhalifeh Shokoofeh Banihashemi
  10.22034/amfa.2019.1864620.1200
• Open Access Article
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  84 - Portfolio Optimization by Means of Meta Heuristic Algorithms
  Mahmoud Rahmani Maryam Khalili Eraqi Hashem Nikoomaram
  10.22034/amfa.2019.579510.1144
• Open Access Article
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  85 - A Combination of FSAW and DOE Method with an Application to Tehran Stock Exchange
  Salameh Barbat Mahnaz Barkhordariahmadi Vahid Momenaei Kermani
  10.22034/amfa.2021.1914207.1506
• Open Access Article
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  86 - Uncertain Entropy as a Risk Measure in Multi-Objective Portfolio Optimization
  Mahsa mahmoodvandgharahshiran Gholamhossein Yari Mohammad Hassan Behzadi
  10.22034/amfa.2023.1971454.1815
• Open Access Article
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  87 - Making Decision on Selection of Optimal Stock Portfolio Employing Meta Heuristic Algorithms for Multi-Objective Functions Subject to Real-Life Constraints
  Ali Sepehri Hassan Ghodrati Ghazaani Hossein Jabbari Hossein Panahian
  10.22034/amfa.2021.1915292.1525
• Open Access Article
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  88 - Introduction of New Risk Metric using Kernel Density Estimation Via Linear Diffusion
  Ahmad Darestani Farahani Mohammadreza Miri Lavasani Hamidreza Kordlouie Ghodratallah Talebnia
  10.22034/amfa.2020.1896210.1397
• Open Access Article
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  89 - 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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  90 - 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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  91 - Evaluating the Performance and Ability Explain of Market Index Returns by Selected Stock Portfolios Based on Throughput Accounting Criteria in Comparison with the New Network Matrix Model
  Mohammad Aslani Mohammad Reza Setayesh Mohammad Hasan Janani Mahmoud Hematfar
  10.22034/amfa.2021.1925531.1574
• Open Access Article
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  92 - 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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  93 - Developing a Prediction-Based Stock Returns and Portfolio Optimization Model
  Farzad Eivani Davood Jafari Seresht Abbas Aflatooni
  10.22034/amfa.2021.1877733.1304
• Open Access Article
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  94 - Multiple portfolio optimization in Tehran Stock Exchange
  Shadi Khalil Moghadam Farimah Mokhatab Rafiei Mohamad Ali Rastegar Hamed Aghayi Bejestan
  10.22034/amfa.2022.1930153.1592
• Open Access Article
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  95 - Portfolio optimization considering cardinality constraints and based on various risk factors using the differential evolution algorithm
  Behnaz Ghadimi Mehrzad Minooei Gholamreza Zomorodian Mirfeiz Fallahshams
  https://doi.org/10.71716/amfa.2024.22011688
• Open Access Article
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  96 - 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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  97 - Application of meta-heuristic algorithms in portfolio optimization with capital market bubble conditions
  Iman Mohammadi Hamzeh Mohammadi Khoshouei Arezo Aghaee chadegani
  https://doi.org/10.71716/amfa.2024.22091798
• Open Access Article
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  98 - Determining the Investment Portfolio Selection Model based on Investor Information using Multi-Criteria Decision Making in the Presence of Uncertainty
  Heshmatollah Shokrian Mohammad Soleimanivareki Reza Shahverdi Mohsen Rabbani
  https://doi.org/10.71716/amfa.2025.23071902
• Open Access Article
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  99 - Visualized Portfolio Optimization of stock market: Case of TSE
  Fatemeh Lakzaie Alireza Bahiraie saeed mohammadian
  https://doi.org/10.71716/amfa.2024.2301-1853
• Open Access Article
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  100 - Evaluating the Performance of Forecasting Models for Portfolio Allocation Purposes with Generalized GRACH Method
  Adel Azar Mohsen Hamidian Maryam Saberi Mohammad Norozi
  10.22034/amfa.2017.529057
• Open Access Article
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  101 - Application of Clayton Copula in Portfolio Optimization and its Comparison with Markowitz Mean-Variance Analysis
  Roya Darabi Mehdi Baghban
  10.22034/amfa.2018.539133
• Open Access Article
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  102 - Using Genetic Algorithm in Solving Stochastic Programming for Multi-Objective Portfolio Selection in Tehran Stock Exchange
  Seyed Alireza Miryekemami Ehsan Sadeh Zeinolabedin Sabegh
  10.22034/amfa.2017.536271
• Open Access Article
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  103 - Overview of Portfolio Optimization Models
  Majid Zanjirdar
  10.22034/amfa.2020.674941
• Open Access Article
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  104 - Investigating the Role of Non-Financial Information Analysis and Risk- Return Analysis along with Financial Information in Increasing the Efficiency of the Stock Portfolio of Banks
  Alishir Taheri Morteza Shafiee Fariborz Evazzadeh Fath
• Open Access Article
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  105 - Portfolio Optimization and the Momentum- Contrarian Strategy (MCS)- Based Performance: Evidence from Tehran Stock Exchange
  Homayun Soltanzadeh Reza Keykhaei Abdolmajid Abdolbaghi Ataabadi Mohammad Hosein Arman
  10.30495/jsm.2022.1966975.1685
• Open Access Article
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  106 - Presentation a model for crediblistic multi-period portfolio optimization model whit bankruptcy control
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