List of Articles ارزش در معرض خطر مشروط

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  1 - Two-objective optimization of petrochemical portfolio with Strength Pareto Evolutionary Algorithm (SPEA2) by different approaches in portfolio selection
  Arezou Karimi Fatemeh Zakipour
  10.30495/jik.2024.23151
• Open Access Article
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  2 - Examining the Efficiency Models, Genetic Algorithm under MSV Risk and Particle Swarm Optimization Algorithm under CVAR Risk Criterion in Selection Optimal Portfolio Shares Listed Firms on Stock Exchange
  Dariush Adinevand Ebrahim Ali Razini Mahmoud Khodam Fereydoun Ohadi Elham Elsadat Hashemizadeh
  10.30495/fed.2023.707996
• Open Access Article
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  3 - Stock portfolio optimization using Imperialist Competitive Algorithm (ICA) and Particle Swarm Optimization (PSO) under Conditional Value at Risk (CVaR)
  Arezou Karimi sara goodarzi dahrizi
• Open Access Article
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  4 - Stock portfolio optimization using multi-objective genetic algorithm (NSGA II) and maximum Sharp ratio
  Arezou Karimi
• Open Access Article
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  5 - Examining the Efficiency Models, Conditional Value at Risk and Mean Absolute Deviation and Particle Swarm Optimization Algorithm under CVAR and MAD risk criterion in Selection Optimal Portfolio Shares Listed Firms on Stock Exchange
  dariuosh adinehvand Ebrahim ali Razini Rahmani Mahmod khoddam Fereydon Ohadi alhamsadat hashemizadeh
• Open Access Article
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  6 - Examining the efficiency of optimization models of multi objective genetic algorithm and particle swarm algorithm under the risk criteria of conditional value at risk and mean smai variance in determining the optimal stock portfolio
  Dariush Adinehvand Ebrahim Ali Razini Rahmani Mahmoud Khoddam Fereydoun Ohadi Elham Sadat Hashemizadeh
  10.30495/afi.2023.1988982.1233
• Open Access Article
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  7 - A Comparison of Optimal Cryptocurrency Portfolios Performance Based on Downside Risk Measures: An Analysis of Quantile-Based Risk Measures
  Mostafa Shabani Hossein Ghanbari emran mohammadi Seyed Ali Mousavi Loleti
  10.71848/jcma.2024.1104452