Financial Research Journal

Keywords = Index tracking

Number of Articles: 5

Stable and Cost-Efficient Tracking of the Tehran Stock Exchange Index through Robust Optimization and a Heuristic Algorithm

Volume 28, Issue 2, 2026, Pages 494-526

10.22059/frj.2025.379970.1007626

Danial Ramezani, Mostafa Abouei Ardakan, Mohamadreza Dehghani Ahmadabad

Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange

Volume 23, Issue 4, 2022, Pages 545-563

10.22059/frj.2020.289344.1006927

Reza Eyvazloo, Saeed Fallahpour, Mahdi Dehghani Ashkezari

Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches

Volume 19, Issue 3, 2017, Pages 457-474

10.22059/jfr.2018.245816.1006551

Reza Eyvazloo, Mojtaba Shafizadeh, Ali Ghahramani

Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms

Volume 19, Issue 2, 2017, Pages 319-340

10.22059/jfr.2017.226501.1006374

Ahmad Nabizade, Hadi Gharehbaghi, Adel Behzadi

Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach

Volume 17, Issue 2, Autumn 2016, Pages 325-340

10.22059/jfr.2015.52081

Saeid Fallahpour, Farid Tondnevis

Journal Archive

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