Financial Research Journal - Articles List

Keywords = Information ratio

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, October 2016, Pages 325-340

10.22059/jfr.2015.52081

Saeid Fallahpour; Farid Tondnevis

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