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

10.22059/frj.2019.273838.1006806

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

10.22059/jfr.2018.245816.1006551

Reza Eyvazloo; Mojtaba Shafizadeh; Ali Ghahramani


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


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 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


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