-
1.
Writer : Feghhi Kashani، Mohammad ؛ Corresponding Author : Mohebimajd، Ahmadreza ؛
Journal:Money and Economy»Spring 2021, Volume 16 - Number 2 Ranking ب (Ministry of Science/ISC (30 page(s) - From 253 to 282 )
Keywords:PortfolioStochastic dominanceSharpe RatioMean-VarianceMultidimensional Geometric Brownian Motion
-
2.
Corresponding Author : Mirmohammadi، Sayed Mohammad Ebrahim ؛ Writer : Madanchi Zaj، Mehdi ؛ Panahian، Hossein ؛ Jabbary، Hossein ؛
Journal:Iranian Journal of Finance»Autumn 2021, Volume 5 - Number 4 Ranking ب (Ministry of Science (20 page(s) - From 87 to 106 )
Keywords:Particle swarm optimization algorithmSharpe RatioRisk parity portfolioRelative robustness
-
3.
Writer : Amiri، Maghsoud ؛ Heidary، Mohammad Saeed ؛
Journal:Iranian Journal of Finance»Spring 2019, Volume 3 - Number 2 Ranking ب (Ministry of Science (22 page(s) - From 44 to 65 )
Keywords:portfolio optimizationSharpe RatioRobust Possibilistic Programming