Financial Research Journal

Keywords = Portfolio optimization

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

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 26 (2024)

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