1.

A Hybrid Model of Stochastic Dynamic Programming and Genetic Algorithm for Multistage Portfolio Optimization with GlueVaR Risk Measurement

دوره 11، شماره 3، 2019، صفحه 517-542
Maryam Ghandehari؛ Adel Azar؛ Ahmad Reza Yazdanian؛ Gholamhossein Golarzi

2.

Comparing Optimal Portfolio Performance Based on Skew-Normal Distribution and Skew-Laplace-Normal Distribution: A Mean-Absolute Deviation-Entropy Approach

دوره 16، شماره 2، 2024، صفحه 192-214
Hila Rezaei؛ Gholamhossien Golarzi؛ Omid Karimi

3.

Determination of the optimal premium of non-life insurance via the Stochastic Dynamic Programming method

دوره 12، شماره 4، 2020، صفحه 655-671
Maryam Rostamian؛ Gholamhossein Golarzi؛ Asma Hamzeh؛ Nasrin Hozarmoghadam





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