List of Articles Sharp Ratio

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  1 - 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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  2 - Ranking of exchange-traded funds (ETF) And value at risk approach (EVT) based on value-generating theory (VaR) risk approach
  Gholamreza Zomorodian Maryam Sohrabi
• Open Access Article
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  3 - 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
• Open Access Article
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  4 - Investigating the Utility of Ichimoku Oscillator-Based Trading Strategies in Tehran Stock Exchange
  Sayyed Mohammad Reza Davoodi Sayyed Asghar Mirniam Marzieh Karami Chamgordani
• Open Access Article
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  5 - 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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  6 - The Revised Sharp Method Examination Based on Value at Risk for Evaluation of Tehran Stock Exchange Companies
  S. Reza Mirghaffari
• Open Access Article
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  7 - 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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  8 - An Appraisal of Rating of Mutual Funds Performance in Iran
  امید علی عادلی
• Open Access Article
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  9 - Stock portfolio optimization using multi-objective genetic algorithm (NSGA II) and maximum Sharp ratio
  Arezou Karimi
• Open Access Article
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  10 - Multiperiod portfolio selection with higher-order moment
  reza tehrani saeed Fallahpour Mohammad reza Rostami mehdi biglari kami