Main Subjects = Portfolio Choice; Investment Decisions; Asset Allocation Decisions
Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange

Volume 21, Issue 2, 2019, Pages 237-264


vahid Taghizadeh Khanqah; Younes Badavar Nahandi; Aliasgar Mottagi; Houshang Taghizadeh

Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches

Volume 19, Issue 3, 2017, Pages 457-474


Reza Eyvazloo; Mojtaba Shafizadeh; Ali Ghahramani

Interval Optimization In Portfolio Selection with Conditional Value At Risk

Volume 19, Issue 1, 2017, Pages 157-172


Amir Abbas Najafi; Kobra Nopour; Alireza Ghatarani

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

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


Mohammad Reza Taghizadeh Yazdi; Saeed Fallahpour; Mohammad Ahmadi Moghaddam

Portfolio Selection by Robust Optimization

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


Azin Abrishami; Reza Yousefi Zenouz

Portfolio optimization with simulated annealing algorithm

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


Saeid Qodsi; Reza Tehrani; Mahdi Bashiri

Timing in Portfolio Evaluation: Evidence of capital market

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


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


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


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


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


Mohamadreza Pourebrahimi; Ahmad Pouyanfar; Seyed Mohsen Mousavi

Using MGARCH to Estimate Value at Risk

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


Mohammad Reza Rostami; Fatemeh Haqiqi