List of Articles Stock Portfolio

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  1 - 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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  2 - Portfolio optimization with differential evolution and conditional value at risk approach
  Shahin Ramtinnia Romina Atrchi
• Open Access Article
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  3 - Evaluating the efficiency of bank branches with random data
  Maryam Ghashami Farhad Hosseinzadeh lotfi
• Open Access Article
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  4 - 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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  5 - Stock portfolio optimization using reliability approach
  Mir Seyed Mohammad Mohsen Emamat Payam Hanafizadeh
• Open Access Article
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  6 - 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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  7 - 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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  8 - 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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  9 - 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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  10 - Minimizing portfolio variance with the limitations of (L)
  Mahdi Salehi Mahmoud Lari Dashtbayaz Narges Makhmalbaf
• Open Access Article
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  11 - Stock Portfolio Selection Using Dempster-Shafer Evidence Theory
  Shaban Mohammadi Nader Naghshbandi Hadi Saeidi
• Open Access Article
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  12 - 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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  13 - 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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  14 - The Effect of Macroeconomic Variables on Stock Portfolio Performance Based on Traditional and Modern Network
  Yadegar Mohammadi Asfandiar Mohammadi Gharibeh Esmaili kia
  10.22034/amfa.2020.1865594.1205
• Open Access Article
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  15 - 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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  16 - Optimizing the investment portfolio using the Markowitz model and fuzzy multi-objective programming (case study: Tehran Stock Exchange)
  Shadi Kanaani Mahdi Yousefi Nejad Attari Zohreh  Khalilpourshiraz
• Open Access Article
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  17 - Presenting a model for stock portfolio optimization based on a combination of GARCH-copula models in Tehran Stock Exchange
  Somayeh Rasekh Amir Mohammadzadeh Mohsen Seighali
  10.30495/qrm.2024.1994609.1043
• Open Access Article
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  18 - Combination of DEA and ANP-QUALIFLEX methods to determine the most Efficient Portfolio
  Mozhgan pishdadian Alireza Alinezhad
• Open Access Article
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  19 - Stock portfolio optimization using prohibited search algorithms and itinerant trader
  fatemeh samadi fatemeh khosravi Hossein Eslami Mofid Abadi
• Open Access Article
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  20 - 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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  21 - Application of Threshold-based Filtered Networks in Stock Portfolio Selection and Performance Evaluation
  Marzieh Noorahmadi Hojatullah Sadeghi
  10.30495/fed.2023.705588
• Open Access Article
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  22 - Optimal stock portfolio selection using the combined salp swarm algorithm and sine cosine algorithm and forward neural networks
  Seyed Ali Hoseini َAli Esmaeilzadeh Maghari Azita Jahanshad
• Open Access Article
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  23 - Applying machine learning models in creation of share optimum portfolio and their comparison
  Mohammad Sarchami Ahmad khodamipour Majid Mohammadi Hadis Zeinali
• Open Access Article
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  24 - Stock portfolio optimization using Imperialist Competitive Algorithm (ICA) and Particle Swarm Optimization (PSO) under Conditional Value at Risk (CVaR)
  Arezou Karimi sara goodarzi dahrizi
• Open Access Article
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  25 - Optimization portfolio selection model with financial and ethical considerations
  elham fallahi ganzagh Farimah Mokhatab Rafiei
• Open Access Article
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  26 - Presentation DEA - MLP Neural NetworkModel in Selecting the Optimal Portfolio: Reviewing the Information Content of Accounting Criteria, Value-Based Criteria and BSC Criteria
  Hasan Fattahi Nafchi mehdi arabsalehi Majid Esmaelian
• Open Access Article
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  27 - Stock portfolio optimization using multi-objective genetic algorithm (NSGA II) and maximum Sharp ratio
  Arezou Karimi
• Open Access Article
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  28 - Providing a Model for Selecting the Optimal Stock Portfolio Using Salp Swarm Algorithm and Multilayer Perceptron Neural Networks
  Seyed Ali Hoseini zahra pourzamani Aَzita Jahanshad
• Open Access Article
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  29 - Identify and rank the factors affecting stock portfolio optimization with fuzzy network analysis approach
  Alireza Zamanpour Majid Zanjirdar Majid Davodi Nasr
• Open Access Article
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  30 - Development of stock portfolio trading systems using machine learning methods
  Ali Heidarian Mohadeseh Moradi Mehr Ali Farhadian
• Open Access Article
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  31 - Hybrid meta-heuristic algorithm for multi-objective portfolio optimization by fuzzy programming
  Javad Behnamian Mohammad Moshrefi
• Open Access Article
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  32 - Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model
  sayyedmohammadmahdi ahmadi hasan lotfi vali rajabi
• Open Access Article
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  33 - The use of support vector machine and Naive Bayes algorithms and its combination with risk measure and fuzzy theory in the selection of stock portfolio
  Danial Mohammadi Emran Mohammadi Naeim Shokri Nima Heidari
  10.30495/afi.2023.1995691.1257