Advances in Mathematical Finance and Applications - Articles List

1. Introduction of New Risk Metric using Kernel Density Estimation Via Linear Diffusion

Articles in Press, Accepted Manuscript, Available Online from 26 August 2020

Ahmad Darestani Farahani; Ahmad Miri Lavasani; hamidreza kordlouie; Ghodratallah Talebnia

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

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

Sarah Navidi; Mohsen Rostamy-Malkhalifeh; Shokoofeh Banihashemi

3. Portfolio Optimization by Means of Meta Heuristic Algorithms

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

Mahmoud Rahmani; Maryam Khalili Eraqi; Hashem Nikoomaram

4. Application of Clayton Copula in Portfolio Optimization and its Comparison with Markowitz Mean-Variance Analysis

Volume 3, Issue 1, Winter 2018, Pages 33-51

Roya Darabi; Mehdi Baghban

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

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

Seyed Alireza Miryekemami; Ehsan Sadeh; Zeinolabedin Amini Sabegh

Advances in Mathematical Finance and Applications

Journal Archive

Volume 6 (2021)

Volume 5 (2020)

Volume 4 (2019)

Volume 3 (2018)

Volume 2 (2017)

Volume 1 (2016)