International Journal of Nonlinear Analysis and Applications
Keywords = portfolio optimization
Number of Articles: 3
Designing and explaining the portfolio optimization model using censored models and meta-heuristic algorithm
Volume 15, Issue 7, July 2024, Pages 135-152
10.22075/ijnaa.2023.30955.4526
Zeinab Kazemi; Gholamreza Zomorodian; Mirfeiz Fallah Shams Layalestani; Farhad Hanifi
Evaluation and comparison of portfolio optimization with the degree of stock risk adjustment based on the performance measurement model based on the hybrid metaheuristic algorithm and gray wolf optimization algorithm
Volume 15, Issue 6, June 2024, Pages 63-70
10.22075/ijnaa.2023.29965.4307
Amir Mosazadeh; Javad Ramezani; Mona Aliakbari; Mehdi Safari Geraiely; Ramezan Rezaeian
Proposing a portfolio optimization model based on the GARCH-EVT-Copula combined approach
Volume 14, Issue 6, June 2023, Pages 197-210
10.22075/ijnaa.2022.27473.3617
Abdullah Alishavandi; Mehrzad Minouei; Mirfaiz FallahShams; Gholamreza Zomorodian
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