Growing Science » Tags cloud » Portfolio Optimization
Authors: Amirhossein Skoruchi, Emran Mohammadi
Keywords: Portfolio Optimization, Dempster–Shafer Theory, Currency Fluctuations
Journal: MSL | Year: 2022 | Volume: 12 | Issue: 3 | Views: 1569 | Reviews: 0
Authors: Amir Hossein Gandomi, Seyed Jafar Sadjadi, Babak Amir
Keywords: Portfolio optimization, Stock market performance, Risk measures, Machine learning, Regression algorithms, Genetic algorithm
Journal: AC | Year: 2024 | Volume: 10 | Issue: 4 | Views: 68 | Reviews: 0
Authors: Pegah Khazaei, Ahmad Makui
Keywords: Portfolio optimization, Factor investment, Multi-factor, Stock return, Fama-French five-factor Model, Bibliometric
Journal: AC | Year: 2024 | Volume: 10 | Issue: 2 | Views: 516 | Reviews: 0
Authors: Hossein Ghanbari, Mojtaba Safari, Rouzbeh Ghousi, Emran Mohammadi, Nawapon Nakharutai
Keywords: Portfolio optimization, Risk measures, Bibliometric analysis, Value at risk, Conditional value at risk
Journal: AC | Year: 2023 | Volume: 9 | Issue: 2 | Views: 1116 | Reviews: 0
Authors: Ternence T. J. Tan, Baliira Kalyebara
Keywords: Corporate Social Responsibility, Naïve Diversification, Optimal Portfolio, Sharpe Ratio, Covid19 pandemic, Portfolio Optimization
Journal: AC | Year: 2021 | Volume: 7 | Issue: 5 | Views: 1479 | Reviews: 0
Authors: Hamid Reza Vakili Fard, Mahmood Ansar, Amir Yekezare
Keywords: Portfolio optimization, K-A Model, Portfolio management performance
Journal: MSL | Year: 2014 | Volume: 4 | Issue: 10 | Views: 2309 | Reviews: 0
Authors: A. Alimi, M. Zandieh, M. Amiri
DOI: 10.5267/j.ijiec.2012.05.005
Keywords: Clustering, Mean-semivariance, Multi-objective non-linear programming, Fuzzy technique programming, Pareto optimal solution, Portfolio optimization
Journal: IJIEC | Year: 2012 | Volume: 3 | Issue: 5 | Views: 3211 | Reviews: 0
Authors: Mohammad Khodaei Valahzaghard, Mahmood Ansar
DOI: 10.5267/j.msl.2012.12.021
Keywords: Exchange Portfolio Management, Currency management, Portfolio optimization
Journal: MSL | Year: 2013 | Volume: 3 | Issue: 2 | Views: 1685 | Reviews: 0
Authors: Firoozeh Salardini
Keywords: AHP, GRA, Grey relational analysis, Portfolio optimization
Journal: DSL | Year: 2013 | Volume: 2 | Issue: 4 | Views: 2683 | Reviews: 0
Authors: Marzieh Mozafari, Fariborz Jolai, Sajedeh Tafazzoli
DOI: 10.5267/j.ijiec.2011.01.004
Keywords: Cardinality constraint, Hybrid solution approach, Improved particle swarm, optimization, Portfolio optimization, Simulated annealing
Journal: IJIEC | Year: 2011 | Volume: 2 | Issue: 2 | Views: 2598 | Reviews: 0
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