Main Subjects = Investments
Portfolio Selection by Robust Optimization

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

10.22059/jfr.2014.50779

Azin Abrishami; Reza Yousefi Zenouz


Portfolio optimization with simulated annealing algorithm

Volume 17, Issue 1, April 2015, Pages 141-158

10.22059/jfr.2015.52036

Saeid Qodsi; Reza Tehrani; Mahdi Bashiri


Prediction of stock market crash using self-organizing maps

Volume 17, Issue 1, April 2015, Pages 159-178

10.22059/jfr.2015.52861

Arash Mohamad Alizadeh; Reza Raei; Shapour Mohammadi


Timing in Portfolio Evaluation: Evidence of capital market

Volume 16, Issue 1, April 2014, Pages 25-36

10.22059/jfr.2014.51838

Hossein Etemadi; Reza Daghani; Masoud Azizkhani; Sarah Farahbakhsh


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


Tehran Stock Exchange dynamics in a Markov regime switching EGARCH-in-mean model

Volume 16, Issue 1, April 2014, Pages 77-98

10.22059/jfr.2014.51841

Reza Raee; Shapoor Mohmadi; Alireza Saranj


Contrarian investment strategy based on reward-risk stock selection criteria

Volume 16, Issue 1, April 2014, Pages 113-128

10.22059/jfr.2014.51843

Seyed Majid Shariat Panahi; Mohsen Sohrabi Araghi; Abdollah Shariati


Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio

Volume 15, Issue 2, November 2013, Pages 181-200

10.22059/jfr.2013.51076

Mohamadreza Pourebrahimi; Ahmad Pouyanfar; Seyed Mohsen Mousavi


Using MGARCH to Estimate Value at Risk

Volume 15, Issue 2, November 2013, Pages 215-228

10.22059/jfr.2013.51078

Mohammad Reza Rostami; Fatemeh Haqiqi


Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market

Volume 15, Issue 2, November 2013, Pages 269-288

10.22059/jfr.2013.51081

Saeeid Fallahpour; Gholamhossein Golarzi; Naser Fatourechian