Volume 12 (2023)
Volume 11 (2022)
Volume 10 (2021)
Volume 9 (2020)
Volume 8 (2019)
Volume 7 (2018)
Volume 6 (2017)
Volume 5 (2016)
Volume 4 (2015)
Volume 3 (2014)
Volume 2 (2013)
Volume 1 (2012)
Author = A.A. Najafi
Number of Articles: 2
Fuzzy Index Tracking Portfolio Selection Model Based on Value-at-Risk
Volume 2, Issue 4 , December 2013, , Pages 41-57
Abstract
Index tracking is one of the most important passive strategies which describes the process of attempting to track the performance of some specified benchmark indexes. Most recent studies determined security returns in conventional models by the precise historical data. However, such precise data are ... Read MoreA Hybrid Genetic Algorithm/Simulation Approach for Redundancy Optimization with Objective of Maximizing Mean Lifetime and Considering Component Selection
Volume 2, Issue 2 , June 2013, , Pages 35-46