Main Subjects = OPTIMIZATION METHODS AND ASSET ALOCATION
Number of Articles: 6
Return and Volatilities Spillover between Different Industries of Tehran Stocks’ Exchange

Articles in Press, Accepted Manuscript, Available Online from 12 June 2017

sepideh karami; Mohammadali Rastegar

The Impact of the Investment Horizon in Optimizing Portfolio using Wavelet and GARCH-COPULA

Volume 2, Issue 3, September 2017, Pages 340-361

mohammad ali Rastegar; mohammad okeinezhad

Optimization of Multi-Objective Portfolios Based on Mean, Variance, Entropy and Particle Swarm Algorithm

Volume 2, Issue 3, September 2017, Pages 362-379

Reza Raei; saeed bajalan; mostafa habibi; ali nikahd

Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model

Volume 2, Issue 3, September 2017, Pages 380-397

Mohammad Mahdi Mousavi; Shahireh Naderi; Khadijeh Hasanlou

The Impact of Intellectual Capital on the Financial Performance of Banks in Iran

Volume 2, Issue 1, March 2017, Pages 60-79

mahmood mahmoodzadeh; Farshid Efati Baran

Robust Portfolio Optimization using Contamination Technique

Volume 1, Issue 1, September 2016, Pages 76-96

Khadijeh Hassanlou

Journal of Risk modeling and Financial Engineering

Journal Archive