Keywords = Portfolio optimization
Number of Articles: 6
1. Introduction of New Risk Metric using Kernel Density Estimation Via Linear Diffusion

Volume 7, Issue 2, April 2022, Pages 467-476

10.22034/amfa.2020.1896210.1397

Ahmad Darestani Farahani; Mohammadreza Miri Lavasani; Hamidreza Kordlouie; Ghodratallah Talebnia


3. Using MODEA and MODM with Different Risk Measures for Portfolio Optimization

Volume 5, Issue 1, January 2020, Pages 29-51

10.22034/amfa.2019.1864620.1200

Sarah Navidi; Mohsen Rostamy-Malkhalifeh; Shokoofeh Banihashemi


4. Portfolio Optimization by Means of Meta Heuristic Algorithms

Volume 4, Issue 4, October 2019, Pages 83-97

10.22034/amfa.2019.579510.1144

Mahmoud Rahmani; Maryam Khalili Eraqi; Hashem Nikoomaram


6. Using Genetic Algorithm in Solving Stochastic Programming for Multi-Objective Portfolio Selection in Tehran Stock Exchange

Volume 2, Issue 4, December 2017, Pages 107-120

10.22034/amfa.2017.536271

Seyed Alireza Miryekemami; Ehsan Sadeh; Zeinolabedin Amini Sabegh