Financial Research Journal

Main Subjects = Portfolio Choice; Investment Decisions; Asset Allocation Decisions

Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory

Volume 26, Issue 1, 2024, Pages 131-158

10.22059/frj.2023.354113.1007438

vahideh mousavi kakhki; Sanaz Khatabi

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

Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach

Volume 25, Issue 2, 2023, Pages 343-368

10.22059/frj.2023.357932.1007454

Mohammad Hossein Ramazani Zare; Meysam Arabzadeh; Ali Namaki; Mohammad Alipour

Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange

Volume 25, Issue 1, 2023, Pages 152-179

10.22059/frj.2022.342896.1007333

Gholamreza Taghizadegan; Gholamreza Zomorodian; Mirfeiz Fallahshams; Rasoul Saadi

Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange

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

10.22059/frj.2019.273838.1006806

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

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

Developing a High-Frequency Trading system with Dynamic Portfolio Management using Reinforcement Learning in Iran Stock Market

Volume 20, Issue 1, 2018, Pages 1-16

10.22059/jfr.2017.230613.1006415

Mohammad Ali Rastegar; Mohsen Dastpak

Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model

Volume 20, Issue 1, 2018, Pages 17-32

10.22059/jfr.2014.51490

Saeed Fallahpour; Shapour Mohammadi; Mohamad Sabunchi

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

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

10.22059/jfr.2018.245816.1006551

Reza Eyvazloo; Mojtaba Shafizadeh; Ali Ghahramani

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

Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms

Volume 19, Issue 2, 2017, Pages 319-340

10.22059/jfr.2017.226501.1006374

Ahmad Nabizade; Hadi Gharehbaghi; Adel Behzadi

Interval Optimization In Portfolio Selection with Conditional Value At Risk

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

10.22059/jfr.2017.132312.1006053

Amir Abbas Najafi; Kobra Nopour; Alireza Ghatarani

A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran

Volume 19, Issue 1, 2017, Pages 173-192

10.22059/jfr.2017.240442.1006507

Sayed Hamed Vares; Reza Tehrani; Mohammad Javad Bannazadeh

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

Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries

Volume 17, Issue 2, October 2016, Pages 301-324

10.22059/jfr.2015.57314

Abbas Abbasi; Ali Mohammadi; Iman Estejab

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, October 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, March 2016, Pages 415-436

10.22059/jfr.2016.51502

Reza Raei; Amir Hashemi

Portfolio Selection by Robust Optimization

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

10.22059/jfr.2014.50779

Azin Abrishami; Reza Yousefi Zenouz

Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO

Volume 16, Issue 2, October 2015, Pages 253-270

10.22059/jfr.2014.50715

Mahsa Rajabi; Hamid Khaloozadeh

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

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

Journal Archive

Volume 26 (2024)

Volume 25 (2023)

Volume 24 (2022)

Volume 23 (2021)

Volume 22 (2020)

Volume 21 (2019)

Volume 20 (2018)

Volume 19 (2017)

Volume 18 (2016)

Volume 17 (2015)

Volume 16 (2014)

Volume 15 (2013)

Volume 14 (2012-2013)

Volume 13 (2012)

Volume 12 (2010)

Volume 11 (2010)

Volume 10 (2009)

Volume 9 (2008)

Volume 8 (2008)

Volume 7 (2006)

Volume 6 (2004)

Volume 5 (2003)

Volume 4 (1999)

Volume 3 (1996)

Volume 2 (1995)

Volume 1 (1994)