List of Articles Markowitz Model

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  1 - The use of genetic algorithm to find the eqiulibrium of the behavior of current investors in a bargaining game
  Maryam Rahimi Hamid Reza Vakili Fard Reza Habibi Bizhan Abedini Davood Khodadadi
  10.30495/jnrm.2023.73849.2428
• Open Access Article
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  2 - Application of factor analysis in fuzzy DEA model combined with Markowitz's model portfolio to determine the most efficient companies in the Tehran Stock Exchange
  Hamzeh Pourbabagol Mohammad hossin Nayyeri
• Open Access Article
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  3 - Comparing the performance of optimization models with equity investment funds: evidence from the Tehran Stock Exchange
  Mahmood Pakbaz kataj Daryush Farid
  10.30495/jfksa.2022.20220
• Open Access Article
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  4 - Hybrid Portfolio Optimization using Analytic Hierarchy Process (AHP), Combined Compromise Solution (CoCoSo) and Markowitz Model (Case study of Tehran Stock Exchange)
  Nasimeh Abdi mehdi Moradzadeh Fard Hamid Ahmadzadeh Mahmoud Khoddam
• Open Access Article
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  5 - Robust model for optimal portfolio selection
  Saeed Fallahpour Farid Tondnevis
• Open Access Article
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  6 - Optimizing Stock Portfolio with regard to Minimum Level of Total Risk using Genetic Algorithm
  Maedeh Kiani Harchegani Seyed Ali Nabavi Chashmi Erfan Memarian
• Open Access Article
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  7 - Promotion of Effective Level of Investment Management in Iran Capital Market using Artificial Neural Network and Fuzzy Logic
  Hossein Amouzad Mahdiraji
• Open Access Article
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  8 - Portfolio optimization using gray wolf algorithm and modified Markowitz model based on CO-GARCH modeling
  Fahime Jahanian Ahmad Mohammadi seyyed ali paytakhti oskooe Aliasghar Mottaghi
  10.22034/amfa.2022.1966381.1787
• Open Access Article
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  9 - Determining the Optimum Investment Portfolios in the Iranian Banking Network Base on Bi-level Game using the Markowitz Optimization Model by Firefly Algorithm
  Mehdi Memarpour Ashkan Hafezalkotob Mohammad Khalilzadeh Abbas Saghaei Roya Soltani
• Open Access Article
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  10 - بهینه سازی سبد سهام با استفاده از الگوریتم Big Bang-Big Crunch
  علیرضا علی نژاد
• Open Access Article
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  11 - Stock Portfolio Optimization with MAD and CVaR Criteria by Comparing Classical and Metaheuristic Methods
  Mohammad reza Haddadi Younes Nademi Fateme Tafi
• Open Access Article
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  12 - Stock Portfolio optimization: Effectiveness of particle swarm optimization and Markowitz model
  Ali Bayat lida asadi
• Open Access Article
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  13 - Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model
  sayyedmohammadmahdi ahmadi hasan lotfi vali rajabi