keyword WVaR ‎/ (1 Article)

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Optimal Portfolio Selection for Tehran Stock Exchange Using Conditional, Partitioned and Worst-case Value at Risk Measures

Writer : Adabi، Bagher ؛ mehrara، mohsen ؛ mohammadi، shapour ؛

Journal:Money and Economy»Winter 2014, Volume 9 - Number 1 Ranking Science-Research (Ministry of Science/ISC (‎30 page(s) - From 1 to 30 )
Keywords:Value at Risk PVAR portfolio optimization CVaR WVaR HGAPSOVaR PSO

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علمی-پژوهشی ‎ (1 Article)