Financial Research Journal - Articles List

Financial Research Journal

Keywords = Information ratio

Number of Articles: 2

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

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

Financial Research Journal

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