Financial Research Journal

Financial Research Journal

Keywords = Portfolio optimization
Number of Articles: 15

Portfolio Optimization with a Systemic Risk and Firm Size Approach: Applying the PSO Algorithm in the Tehran Stock Exchange

Articles in Press, Accepted Manuscript, Available Online from 12 May 2026

10.22059/frj.2026.394872.1007741

Zeinab Gholipour Souteh, Seyyed Kazem Chavoshi, Reza Qolami Jamkarani, Mojgan Safa

Stock Portfolio Optimization under Loss Aversion in Tehran Stock Exchange

Volume 27, Issue 4, 2025, Pages 799-826

10.22059/frj.2025.370550.1007553

Mohammad Hassan Ebrahimi Sarve Olya, Moslem Peymani Foroushany, Amir Hossein Erza, Ghasemali Jamali

Interior Point Algorithm in Multi-objective Portfolio Optimization: GlueVaR Approach

Volume 25, Issue 3, 2023, Pages 453-484

10.22059/frj.2023.352338.1007424

Elaheh Gohania, Gholamreza Mansourfar, Fahimeh Biglari

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

Volume 18, Issue 4, Winter 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, Spring 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, Winter 2016, Pages 483-504

10.22059/jfr.2016.62452

Khodakaram Salimifard, Ebrahim Heidari, Zahra Moradi, Reza Moghdani

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

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

10.22059/jfr.2014.51839

Morteza Elahi, Mohsen Yousefi, Yahia Zare Mehrjerdi

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