List of Articles Value-at-risk

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  1 - Forecasting value-at-risk and expected shortfall using high frequency data modeling
  S. Babak Ebrahimi Negin Mohebbi
• Open Access Article
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  2 - Modeling the Liquidity Risk Spillover Between Banks Accepted in the Tehran Stock Exchange Market
  abas banisharif mir feyz fallahshams zad fathi
• Open Access Article
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  3 - A New Approach to Evaluate the Performance of Value-at-risk Estimators, Using Genetic Algorithms
  Seyed Ali Nabavi Chashmi Hamze Pourbabagol Ahmad Dadashpoor Omrani
• Open Access Article
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  4 - 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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  5 - 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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  6 - Portfolio optimization considering cardinality constraints and based on various risk factors using the differential evolution algorithm
  Behnaz Ghadimi Mehrzad Minooei Gholamreza Zomorodian Mirfeiz Fallahshams
  10.22034/amfa.2022.1950768.1688
• Open Access Article
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  7 - Foster-Hart Optimal Portfolio
  sepehr asefi reza eivazlu reza tehrani
• Open Access Article
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  8 - Mean-AVaR-Skewness-Kurtosis Optimization Portfolio Selection Model in Uncertain Environments
  Farahnaz Omidi Leila Torkzadeh Kazem Nouri