List of Articles portfolio optimization

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  1 - Portfolio Optimization Based on Cross Efficiencies By Linear Model of Conditional Value at Risk Minimization
  K. Yakideh M.H . Gholizadeh M. Kazmi
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  2 - Three steps method for portfolio optimization by using Conditional Value at Risk measure
  S. Navidi sh. Banihashemi M. Sanei
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  3 - 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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  4 - Portfolio optimization with differential evolution and conditional value at risk approach
  Shahin Ramtinnia Romina Atrchi
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  5 - 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
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  6 - Developing an uncertain mean-chance model for portfolio optimization using forecasted returns
  Hosein Didehkhani Amir Shiri-ghehi Behzad Miran
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  7 - The Comparison of Genetic and Weed Algorithms in Portfolio Optimization
  Majid Feshari Pooria Mazaherifar
• Open Access Article
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  8 - 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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  9 - 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
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  10 - Portfolio Optimization in Capital Market Bubble Condition
  Abdollah Daryabor frydoon Rahnama Roodposhti Hashem Nikoomaram Farhad Ghaffari
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  11 - Select the optimum stock portfolio investment based on canonical correlation analysis for member firms of Tehran Stock Exchange
  Saeid Aghasi Ehsan Aghasi Sahar Biglari
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  12 - 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
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  13 - 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
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  14 - Robust Portfolio Optimization with risk measure CVAR under MGH distribution in DEA models
  Morteza Robatjazi Shokoofeh Banihashemi Navideh Modarresi
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  15 - Portfolio optimization by using the Copula Approach and multivariate conditional value at risk in Tehran Stock Exchange
  Mirfeiz Fallahshams Amir Sadeghi
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  16 - 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
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  17 - 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
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  18 - 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
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  19 - applying Imperialist competitive algorithm (ICA) for construction and optimization Portfolio
  Ali Morovati Sharifabadi Shirin Azizi Nastaran Ahmadi
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  20 - Robust model for optimal portfolio selection
  Saeed Fallahpour Farid Tondnevis
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  21 - 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
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  22 - Optimizing Stock Portfolio with regard to Minimum Level of Total Risk using Genetic Algorithm
  Maedeh Kiani Harchegani Seyed Ali Nabavi Chashmi Erfan Memarian
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  23 - Fuzzy portfolio selection under down risk measure by hybrid intelligent algorithm
  Hojat Ansari Adel Behzadi Mostafa Emamdoost
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  24 - تاثیر شاخص متا مالمکوئیست روی بهینه سازی سبد دارایی
  زهره طائب شکوفه بنی هاشمی
  10.30495/ijim.2022.61818.1532
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  25 - Using MODEA and MODM with Different Risk Measures for Portfolio Optimization
  Sarah Navidi Mohsen Rostamy-Malkhalifeh Shokoofeh Banihashemi
  10.22034/amfa.2019.1864620.1200
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  26 - Portfolio Optimization by Means of Meta Heuristic Algorithms
  Mahmoud Rahmani Maryam Khalili Eraqi Hashem Nikoomaram
  10.22034/amfa.2019.579510.1144
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  27 - 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
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  28 - Uncertain Entropy as a Risk Measure in Multi-Objective Portfolio Optimization
  Mahsa mahmoodvandgharahshiran Gholamhossein Yari Mohammad Hassan Behzadi
  10.22034/amfa.2023.1971454.1815
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  29 - 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
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  30 - 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
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  31 - 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
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  32 - 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
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  33 - 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
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  34 - 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
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  35 - 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
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  36 - 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
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  37 - Visualized Portfolio Optimization of stock market: Case of TSE
  Fatemeh Lakzaie Alireza Bahiraie saeed mohammadian
  https://doi.org/10.71716/amfa.2024.2301-1853
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  38 - Application of Clayton Copula in Portfolio Optimization and its Comparison with Markowitz Mean-Variance Analysis
  Roya Darabi Mehdi Baghban
  10.22034/amfa.2018.539133
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  39 - 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
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  40 - Overview of Portfolio Optimization Models
  Majid Zanjirdar
  10.22034/amfa.2020.674941
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  41 - 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
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  42 - Presentation a model for crediblistic multi-period portfolio optimization model whit bankruptcy control
  snoor modaresi farshid kheirollah mehrdad ghanbari babak jamshidinavid
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  43 - Multi-objective Portfolio Optimization Model by Fruit Fly Optimization Algorithm
  Amir Amini alireza alinezhad
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  44 - 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
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  45 - Portfolio optimization based on return prediction using multiple parallel input CNN-LSTM
  Hatef Kiabakht Mahdi Ashrafzadeh
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  46 - A Hybrid Grey based Two Steps Clustering and Firefly Algorithm for Portfolio Selection
  farshad faezy razi Naeimeh Shadloo
  10.22094/joie.2017.276
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  47 - Constrained portfolio selection model at considering risk-adjusted measure by using the Genetic Network Programming
  iman bavarsad salehpoor saber mola alizade zavardehi
  10.22094/QJIE.2024.950699
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  48 - بهینه سازی سبد سهام با استفاده از الگوریتم Big Bang-Big Crunch
  علیرضا علی نژاد
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  49 - Portfolio Optimization in Iran Stock Market: Reinforcement Learning Approach
  mahdi esfandiar mohammadali keramati Reza Gholami Jamkarani Kashefy Neishabouri
  10.30495/eco.2022.1965665.2687
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  50 - Developing an Optimized Portfolio Model using Modified Risk Aversion Coefficient
  Roohollah Mehralizadeh shiadehi hosein didehkhani Ali Khozain arash naderian
  10.71848/jcma.2024.997154
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  51 - A Comparative Study of Dynamic Portfolio Optimization Using Grey Relational Analysis Methods and Basic Methods (Average, Moving Average and Moving Average) in Tehran Stock Exchange
  Reza Adak Mehdi Meshki Miavaghi Mohammad Hassan Qolizadeh
  10.71848/jcma.2024.997309
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  52 - Stock portfolio optimization using prohibited search algorithms and itinerant trader
  fatemeh samadi fatemeh khosravi Hossein Eslami Mofid Abadi
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  53 - Bi-Level Portfolio Optimization Considering Fundamental Analysis in Fuzzy Uncertainty Environments
  Mohammad Parkhid Emran Mohammadi
  10.30495/fomj.2022.1949729.1055
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  54 - Robustness-based portfolio optimization under epistemic uncertainty
  Md. Asadujjaman Kais Zaman
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  55 - Lexicographic goal programming approach for portfolio optimization
  H Babaei M Tootooni K Shahanaghi A Bakhsha
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  56 - 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
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  57 - Portfolio Optimization of Listed Industries in Tehran Stock Exchange using Orthogonal GARCH
  sahar abedini esmaiel abounoori Gh. Reza Keshavarz Haddad
  10.30495/fed.2024.709335
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  58 - Multivariate Portfolio Optimization under Illiquid Market Prospects
  Nastaran Sarvipour fatemeh samadi
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  59 - Optimization portfolio selection model with financial and ethical considerations
  elham fallahi ganzagh Farimah Mokhatab Rafiei
• Open Access Article
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  60 - Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail
  Ali Souri Saeid Fallahpour Bahman Esmaeili
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  61 - 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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  62 - Portfolio Optimization Based on Robust Probablistic Planning Model Using Genetic Algorithm and Shuffled Frog-leaping Algorithm
  MohammadSaeed Heidari Javad Validi Seyed Babak Ebrahimi
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  63 - Development a new ensemble learning approach for stock portfolio selection using multiclass SVM and genetic algorithm
  nasrin bagheri mazraeh amir Daneshvar mehdi madanchi zaj
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  64 - Adaptive Neural Inference System (ANFIS) and Grid Matrix (GA) Strategies Approach in Optimizing the Investment Portfolio in Tehran Stock Exchange and OTC Iran
  ALI SHEIDAEI NARMIGI Fereydun Rahnama roodposhti Reza Radfar
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  65 - Stock portfolio optimization of companies listed on the Tehran Stock Exchange based on a combination of two-level ensemble machine learning methods and multi-objective meta-innovative algorithms based on market timing approach
  sanaz faridi amir daneshvar Mahdi Madanchi Zaj Shadi Shahverdiani
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  66 - Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm
  Somayeh Mousavi Abbasali Jafari-Nodoushan Marzieh Kazemi-Rashnani Mahsa Mohammadtaheri
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  67 - Long Memory usage in Portfolio Optimization using the Copula‌ Functions: Empirical evidence of Iran and Turkey Stock Markets
  Hasti Chitsazan Motahareh Moghadasi Reza Tehrani Mohsen Mehrara
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  68 - Designing a credit portfolio optimization model in the banking industry using a meta-innovative algorithm
  ali asghar tehrani poor Ebrahim Abbasi Hosein Didehkhani arash naderian
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  69 - Portfolio optimization in capital market bubble space, application of bee colony algorithm
  Iman Mohammadi Hamzeh Mohammadi Khashoei arezoo aghaei chadegani
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  70 - Two stage combination model for portfolio optimization via smart BETA strategies.
  mohammad sharafi Nowrouz Nourollahzadeh fatemeh sarraf
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  71 - Stock portfolio optimization using Deep Q Reinforcement Learning strategy based on State-Action matrix
  mehdi esfandiyar Mohammadali Ali Karamati Reza Gholami Jamkarani mohammad reza kashefi neyshaboori
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  72 - Performance Comparison of tcopula GARCH-LVaR with GARCH-VaR To optimize the portfolio in the Tehran Stock Exchange
  Gholam Reza Taghizadegan , Gholamreza Zomorodian rasoul saadi, mirfeyz Fallah
• Open Access Article
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  73 - Portfolio optimization with Fraction of Expectation to Risk of future financial strength based on Eigen Vector of Pairwise Comparisons Matrix
  Keikhosro Yakideh Gholamreza Mahfoozi Mahshid Goodarzi
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  74 - Stock Portfolio optimization: Effectiveness of particle swarm optimization and Markowitz model
  Ali Bayat lida asadi
• Open Access Article
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  75 - A Portfolio Optimization Model for a Private Equity Investment Company under Data Insufficiency Condition with an Artificial Bee Colony Meta-heuristic Approach
  Fereydoun Rahnama Roodposhti Ehsan Sadeh Mirfeiz Fallahshams reza Ehteshamrasi jamil Jalilian
• Open Access Article
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  76 - Portfolio Optimization Using the Whale Algorithm with Expected Shortfall as the Measure of Risk
  saeed fallahpour sepehr asefi sima fallahtafti MohammadReza Bagherikazemabad
• Open Access Article
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  77 - Portfolio optimization in an upside potential and downside risk (UPM-LPM) framework
  ali saleh abadi Mohsen Sayar Mojtaba Shahryari
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  78 - Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk
  Amir Shiri Ghehi Hosein Didehkhani kaveh Khalili Damghani parviz Saeedi
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  79 - The Application of Robust Optimization and Goal Programming in Multi Period Portfolio Selection Problem
  Saghar Homaeifar Emad Roghanian
• Open Access Article
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  80 - Portfolio Optimization Using Chance Constrained Compromise Programming
  mojtaba nouri Emran Mohammadi
• Open Access Article
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  81 - Foster-Hart Optimal Portfolio
  sepehr asefi reza eivazlu reza tehrani
• Open Access Article
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  82 - Presenting a fuzzy multi objective model for portfolio selection based on value at risk, semi-skewness and fuzzy credibility theory
  Hosein Didehkhani Saeid Hojjatiastani
• Open Access Article
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  83 - Study of portfolio optimization based on downside risk, upside potential and behavioral variables efficiency
  yavar mirabbasi hashem nikoumaram ali Saeidi Farideh Haghshenas
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  84 - When Behavioral Portfolio Theory meets mean-variance frontier
  mohammad sajjad moghaddam Fereydon Ohadi
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  85 - Developing Meta-heuristic AntLion-Genetic and PBILDE Algorithms to Portfolio Optimization in Tehran Stock Exchange
  Mahdi Homayounfar Amir Daneshvar Jafar Rahmani
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  86 - Pseudo-Triangular Entropy of Uncertain Variables: An Entropy-Based Approach to Uncertain Portfolio Optimization
  Seyyed Hamed Abtahi Gholamhossein Yari Farhad Hosseinzadeh Lotfi Rahman Farnoosh
  10.30495/ijm2c.2022.1939564.1231
• Open Access Article
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  87 - Partial pseudo-triangular entropy of uncertain random variables with application to portfolio risk management
  Seyyed Hamed Abtahi
  10.30495/ijm2c.2023.1976544.1264
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  88 - A Comparison of Optimal Cryptocurrency Portfolios Performance Based on Downside Risk Measures: An Analysis of Quantile-Based Risk Measures
  Mostafa Shabani Hossein Ghanbari emran mohammadi Seyed Ali Mousavi Loleti
  10.71848/jcma.2024.1104452
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  89 - Mean-AVaR-Skewness-Kurtosis Optimization Portfolio Selection Model in Uncertain Environments
  Farahnaz Omidi Leila Torkzadeh Kazem Nouri
  https://doi.org/10.71716/amfa.2025.91126167