Financial Research Journal - Articles List

Financial Research Journal

Keywords = Robust optimization

Number of Articles: 6

Probabilistic Forecasting and Robust Optimization for Managing Uncertainty in Smart Beta Portfolio Optimization

Volume 27, Issue 2, 2025, Pages 508-530

10.22059/frj.2025.401381.1007783

Farid Tondnevis, Hossein Valamehr

Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach

Volume 23, Issue 4, 2022, Pages 497-522

10.22059/frj.2020.286126.1006904

Shapour Mohammadi, Reza Raei, Farid Tondnevis

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

Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance

Volume 18, Issue 3, Winter 2016, Pages 415-436

10.22059/jfr.2016.51502

Reza Raei, Amir Hashemi

Portfolio Selection by Robust Optimization

Volume 16, Issue 2, Autumn 2015, Pages 201-218

10.22059/jfr.2014.50779

Azin Abrishami, Reza Yousefi Zenouz

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Volume 6, Issue 1, Spring 2004

Financial Research Journal

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