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  Mean-VaR Portfolio Optimization Based on the Improved Knapsack Problem: Parametric and Nonparametric Approaches

  Corresponding Author : Vaezi، Fereshteh ؛ Writer : Seyed Jafar، Seyed Jafar ؛ Makui، Ahmad ؛

  Journal:Economic StudiesIJES»Summer 2020, Volume 9 - Number 2 Ranking د (Ministry of Science/ISC (‎26 page(s) - From 569 to 594 )

  Keywords:atPortfolio Optimization Knapsack Problem ValueRisk GARCH Family Models NonDominated Sorting GeneticAlgorithm IIInformal EmploymentReal Minimum WagePanel dataIran

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