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Keywords = Portfolio optimization
Number of Articles: 3
Developing the Markowitz Portfolio Optimization Model Concerning Investor Non - financial Considerations and Supporting Domestic Products

Volume 13, Issue 1, 2021, Pages 53-79

10.22059/imj.2021.316204.1007811

Afshin Fahimi; Hamid Shahbandarzadeh

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  • PDF 1.1 M

A Hybrid Model of Stochastic Dynamic Programming and Genetic Algorithm for Multistage Portfolio Optimization with GlueVaR Risk Measurement

Volume 11, Issue 3, 2019, Pages 517-542

10.22059/imj.2019.278912.1007579

Maryam Ghandehari; Adel Azar; Ahmad Reza Yazdanian; Gholamhossein Golarzi

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  • PDF 594.32 K

Portfolio optimization by synthesis of cross efficiency and Game theory

Volume 8, Issue 4, January 2017, Pages 685-706

10.22059/imj.2017.60163

Mahshid Goodarzi; keikhosro Yakideh; Gholamreza Mahfoozi

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  • PDF 415.77 K

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