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  Stock Portfolio Optimization Using a Combined Approach of Relative Robust Risk Parity

  Corresponding Author : Mirmohammadi، Sayed Mohammad Ebrahim ؛ Writer : Madanchi Zaj، Mehdi ؛ Panahian، Hossein ؛ Jabbary، Hossein ؛

  Journal:Iranian Journal of Finance»Autumn 2021, Volume 5 - Number 4 Ranking ب (Ministry of Science (‎20 page(s) - From 87 to 106 )

  Keywords:Particle swarm optimization algorithmSharpe RatioRisk parity portfolioRelative robustness

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