• Home
  • Browse
    • Current Issue
    • By Issue
    • By Author
    • By Subject
    • Author Index
    • Keyword Index
  • Journal Info
    • About Journal
    • Aims and Scope
    • Editorial Board
    • Publication Ethics
    • Peer Review Process
    • Indexing and Abstracting
    • Related Links
    • FAQ
    • News
  • Guide for Authors
  • Submit Manuscript
  • Reviewers
  • Contact Us
  • Login
    • Login
    • Register
  • Persian
Main Subjects = Optimization Techniques; Dynamic Analysis
Number of Articles: 4
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

  • View Article
  • PDF 346.22 K

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

  • View Article
  • PDF 392.59 K

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

  • View Article
  • PDF 561.68 K

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

  • View Article
  • PDF 552.7 K

Financial Research Journal
  • Articles in Press
  • Current Issue

Journal Archive

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)

Explore Journal

  • Home
  • About Journal
  • Editorial Board
  • Submit Manuscript
  • Contact Us
  • Glossary
  • Sitemap

Latest News

Web
Analytics
  
 

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

Newsletter Subscription

Subscribe to the journal newsletter and receive the latest news and updates

  • © Journal Management System. Powered by Sinaweb