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  Portfolio Optimization Based on Semi Variance and Another Perspective of Value at Risk Using NSGA II, MOACO, and MOABC Algorithms

  Writer : Aghamohammadi، Reza ؛ Raad، Abbas ؛ Corresponding Author : Tehrani، Reza ؛

  Journal:Advances in Mathematical Finance and Applications»Winter 2022, Volume 7 - Issue 1 Ranking الف (Ministry of Science/ISC (‎17 page(s) - From 115 to 131 )

  Keywords:Value at RiskNSGA II AlgorithmSemi VarianceMOACO AlgorithmMOABC Algorithm

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