بهینه‌سازی سبد سرمایه‌گذاری چندمعیاره فازی با درنظر گرفتن سطوح مختلف انتظارات سرمایه‌گذار

تقی‌زادگان، غلام رضا؛ زمردیان، غلامرضا؛ فلاح شمس، میرفیض؛ سعدی، رسول (1402). مقایسه عملکرد مدل‌های مارکوییتز و مدل ارزش در معرض خطر براساس ریسک عدم نقدشوندگی ـ تی کاپولا با هم‌بستگی شرطی پویا (DCC t-Cupola LVaR) جهت بهینه‏سازی پرتفوی در بورس اوراق بهادار تهران. تحقیقات مالی، 25(1)، 152-179. 

تیموری آشتیانی، علی؛ حمیدیان، محسن؛ جعفری، سیده محبوبه (1401). ارائه مدل بهینه برای انتخاب سهام مبتنی بر استراتژی‌های معاملاتی مومنتوم، معکوس و هیبریدی با استفاده از الگوریتم GWO. تحقیقات مالی، 24(4)، 624-654.

گل ارضی، غلامحسین؛ انصاری، حمیدرضا (1401). مقایسه عملکرد الگوریتم‏های تکاملی NSGAII و SPEA2 در انتخاب پرتفولیوی بهینه در بورس اوراق بهادار تهران. تحقیقات مالی، 24(3)، 410-430.

موسوی کاخکی، وحیده؛ خطابی، ساناز (1403). ارائه الگوی بهینه‌سازی سبد سهام بر اساس ترجیحات رفتاری و حافظه سرمایه‌گذار. تحقیقات مالی، 26(1)، 131-158.

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