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  Forming Efficient Frontier in Stock Portfolios by Utility Function, Risk Aversion, and Target Return

  Writer : Farahani Darestani، Ahmad ؛ Miri Lavasani، Mohammadreza ؛ Talebnia، Ghodratallah ؛ Corresponding Author : Kordlouie، Hamidreza ؛

  Journal:Iranian Journal of Finance»Spring 2022, Volume 6 - Number 2 Ranking ب (Ministry of Science (‎25 page(s) - From 95 to 119 )

  Keywords:portfolio optimizationRisk AversionGeneralized Co-Lower Partial MomentTarget Rate of ReturnReference Dependent Utility Function

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