Financial Research Journal - Articles List

Main Subjects = Optimization Techniques; Dynamic Analysis

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

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

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

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

Financial Research Journal

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