فیلتر نتایج
نتایج 1 تا 10 از مجموع 20
Journal Paper
Behavioral Finance biases: A Comprehensive Review on regret approach studies in portfolio optimization
Authors: AmirMohammad Larni-Fooeik، Hossein Ghanbari، Seyed Jafar Sadjadi، Emran Mohammadi
Year 1402
Publish place: International Journal of Industrial Engineering & Production Research Issue 1، Vol 35
Pages: 23 | Language: English
Journal Paper
A Novel Approach for Naive Diversification: An Application of Multiple Risk Measures to Enhance ۱/N Portfolio Performance
Authors: Mostafa Shabani، Hossein Ghanbari، Rouzbeh Ghousi، Emran Mohammadi
Year 1403
Publish place: International Journal of Management, Accounting and Economics (IJMAE) Issue 8، Vol 11
Pages: 16 | Language: EnglishJournal 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
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
Journal Paper
Construction of Fundamental and Technical Portfolio using a Multivariate Approach
Authors: Somaei Danesh Asgari، Emran Mohammadi
Year 1402
Publish place: Iranian Journal of Management Studies Issue 4، Vol 16
Pages: 13 | Language: English
Journal Paper
Bi-Level Portfolio Optimization Considering Fundamental Analysis in Fuzzy Uncertainty Environments
Authors: Mohammad Parkhid، Emran Mohammadi
Year 1401
Publish place: Fuzzy Optimization and Modeling Journal Issue 3، Vol 3
Pages: 18 | Language: EnglishJournal Paper
Fuzzy Portfolio Optimization Using Credibility Theory: Multi-Objective Evolutionary Optimization Algorithms
Authors: MariehAlsadat MirAboalhassani، Farzad Movahedi Sobhani، Emran Mohammadi
Year 1401
Publish place: Fuzzy Optimization and Modeling Journal Issue 1، Vol 3
Pages: 23 | Language: English
Conference Paper
Multi-stage stochastic wealth-semideviation-liquidity portfolio optimization under transaction costs
Authors: Mojtaba Nouri، Mir Saman Pishvaee، Emran Mohammadi
Year 1400
Publish place: 18th International Conference on Industrial Engineering
Pages: 13 | Language: English
Journal Paper
Fuzzy Data Envelopment Analysis Approach for Ranking of Stocks with an Application to Tehran Stock Exchange
Authors: Pejman Peykani، Emran Mohammadi، Mohsen Rostamy-Malkhalifeh، Farhad Hosseinzadeh Lotfi
Year 1398
Publish place: Advances in Mathematical Finance and Applications Issue 1، Vol 4
Pages: 13 | Language: EnglishJournal Paper
A Novel Approach to Fuzzy Multi-Attribute Group Decision Making Based On Interval Valued Intuitionistic Fuzzy Best-Worst Method
Authors: Seyed Erfan Mohammadi، Emran Mohammadi
Year 1399
Publish place: International Journal of Industrial Engineering & Production Research Issue 3، Vol 31
Pages: 20 | Language: English
نتایج 1 تا 10 از مجموع 20