N Sedaghati - Department of Financial Management, Malard branch, Islamic Azad university ,Malard, Iran
S Shahverdiani - Department of Financial Management, Shahr Qods Branch, Islamic Azad university, Tehran, Iran
M Ahadzadeh Namin - Department of Matematics, Shahr Qods Branch, Islamic Azad university, Tehran, Iran

This paper investigates the issue of stock portfolios optimizing when investors implement the stop strategy. And studies a new CVaR equation, known as SPP-CVaR. The SPP-CVaR method with optimizing the stock portfolio will be tested by using Iranian stock market data. The SPP-CVaR method can solve the uncertain time of stock sales due to the use of a stop strategy. By comparing test results, we intend to see whether theSPP-CVaR method is superior to the traditional CVaR method when investors implement the stop strategy

Optimizing the stock portfolio, stop-loss point, CVaR, SPP-CVaR