Financial Research Journal

Keywords = Portfolio optimization

Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming

Volume 24, Issue 2, 2022, Pages 184-213

10.22059/frj.2021.316147.1007118

Reza Raei; Ali Namaki; Moemen Ahmadi

A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange

Volume 24, Issue 2, 2022, Pages 236-256

10.22059/frj.2021.319092.1007146

Marziyeh Nourahmadi; Hojjatollah Sadeqi

Stock Portfolios Optimization at the Industry Level Regarding Constraints in Practice: Liquidity, Transaction Cost, Turnover & Tracking-error

Volume 23, Issue 4, 2022, Pages 564-592

10.22059/frj.2021.319983.1007148

Hadis Hamidifard; Behnam Aminrostamkolaee; Hatra Voghouei

Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity

Volume 22, Issue 2, 2020, Pages 149-159

10.22059/frj.2019.205531.1006186

Reza Raei; Hamed Basakha; Hossein Mahdikhah

Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange

Volume 20, Issue 4, 2018, Pages 409-426

10.22059/frj.2019.244004.1006538

Reza Tehrani; Sima Fallah Tafti; Sepehr Asefi

Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming

Volume 20, Issue 2, 2018, Pages 193-210

10.22059/frj.2018.255731.1006645

Ahmad Nabizade; Adel Behzadi

Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE)

Volume 19, Issue 2, 2017, Pages 263-280

10.22059/jfr.2017.234738.1006462

Abozar Asoroosh; Romina Atrchi; Shahin Ramtinnia

Portfolio selection by means of Meta-goal programming and extended lexicograph goal programming approaches

Volume 18, Issue 4, March 2017, Pages 591-612

10.22059/jfr.2017.62580

Mohammad Reza Taghizadeh Yazdi; Saeed Fallahpour; Mohammad Ahmadi Moghaddam

Portfolio Optimization by Using the Symbiotic Organisms Search

Volume 18, Issue 2, May 2016, Pages 369-390

10.22059/jfr.2016.61597

Emran Mohammadi; Seyed Erfan Mohammadi; Shahin Ramtinnia

Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm

Volume 18, Issue 3, March 2016, Pages 483-504

10.22059/jfr.2016.62452

Khodakaram Salimifard; Ebrahim Heidari; Zahra Moradi; Reza Moghdani

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Portfolio optimization with mean-variance approach using hunting search meta-heuristic algorithm

Volume 16, Issue 1, April 2014, Pages 37-56

10.22059/jfr.2014.51839

Morteza Elahi; Mohsen Yousefi; Yahia Zare Mehrjerdi

Portfolio Optimization in terms of Justifiability Short Selling and Some Market Practical Constraints

Volume 14, Issue 2, February 2014, Pages 117-132

10.22059/jfr.2013.51062

Hamid reza Ghasemi; Amir Abbas Najafi

Journal Archive

Volume 24 (2022)

Volume 23 (2021)

Volume 22 (2020)

Volume 21 (2019)

Volume 20 (2018)

Volume 19 (2017)

Volume 18 (2016)

Volume 17 (2015)

Volume 16 (2014)

Volume 15 (2013)

Volume 14 (2012-2013)

Volume 13 (2012)

Volume 12 (2010)

Volume 11 (2010)

Volume 10 (2009)

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Volume 7 (2006)

Volume 6 (2004)

Volume 5 (2003)

Volume 4 (1999)

Volume 3 (1996)

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Volume 1 (1994)