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فیلتر نتایج
Mostafa Shabani
Hossein Ghanbari
Maziar Salahi
Kamran Shahanaghi
Mohammad reza Beikverdi
نتایج 1 تا 10 از مجموع 96
1
2
3
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Last
Conference Paper
Optimizing portfolio through Sharpe Single Index Model
Authors:
Mohammad reza Beikverdi
Year 1402
Publish place:
The fourth International conference on innovation in business management and economics
Pages:
11
| Language: English
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Journal Paper
Markowitz Revisited: Addressing Ambiguity as an Important Parameter in Portfolio Optimization
Authors:
Seyed Erfan Mohammadi
،
Emran Mohammadi
،
Ahmad Makui
،
Kamran Shahanaghi
Year 1402
Publish place:
International Journal of Industrial Engineering & Production Research Issue 4، Vol 34
Pages:
21
| Language: English
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Journal Paper
The Effect of Meta-Malmquist Index on Portfolio Optimization
Authors:
Z. Taeb
،
SH. Banihashemi
Year 1401
Publish place:
International Journal of Industrial Mathematics Issue 4، Vol 14
Pages:
11
| Language: English
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Journal Paper
Provide an Efficient Financial Portfolio for Financial and Credit Institutions Using the Game Theory Mechanism
Authors:
rouhollah kiani ghaleh no
Year 1404
Publish place:
International Journal of Finance and Managerial Accounting Issue 36، Vol 10
Pages:
14
| Language: English
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Journal Paper
Portfolio Optimization with Conditional Drawdown at Risk for the Automotive Industry
Authors:
Hossein Ghanbari
،
Mostafa Shabani
،
Emran Mohammadi
Year 1402
Publish place:
Automotive Science and Engineering Issue 4، Vol 13
Pages:
7
| Language: English
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Journal Paper
Portfolio optimization using gray wolf algorithm and modified Markowitz model based on CO-GARCH modeling
Authors:
Fahime Jahanian
،
seyyed ali paytakhti oskooe
،
Ahmad Mohammadic
،
Aliasghar Mottaghid
Year 1403
Publish place:
Advances in Mathematical Finance and Applications Issue 1، Vol 9
Pages:
15
| Language: English
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Journal Paper
Uncertain Entropy as a Risk Measure in Multi-Objective Portfolio Optimization
Authors:
Mahsa mahmoodvandgharahshiran
،
Gholam Hossein Yari
،
Mohammad Hasan Behzadi
Year 1403
Publish place:
Advances in Mathematical Finance and Applications Issue 1، Vol 9
Pages:
20
| Language: English
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Journal Paper
A Profitable Portfolio Allocation Strategy Based on Money Net-Flow Adjusted Deep Reinforcement Learning
Authors:
Samira Khonsha
،
Mehdi Agha Sarram
،
Razieh Sheikhpour
Year 1402
Publish place:
Iranian Journal of Finance Issue 4، Vol 7
Pages:
31
| Language: English
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Journal Paper
Mean-standard deviation-conditional value-at-risk portfolio optimization
Authors:
Maziar Salahi
،
Tahereh Khodamoradi
،
Abdelouahed Hamdi
Year 1402
Publish place:
Journal of Mathematics and Modeling in Finance Issue 1، Vol 3
Pages:
16
| Language: English
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Journal Paper
GJR-Copula-CVaR Model for Portfolio Optimization: Evidence for Emerging Stock Markets
Authors:
Moien Nikusokhan
Year 1397
Publish place:
Iranian Economic Review Journal Issue 4، Vol 22
Pages:
26
| Language: English
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نتایج 1 تا 10 از مجموع 96
1
2
3
4
...
Last