keyword Mean-Variance / (4 Article)
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1.
Corresponding Author : Mohebimajd، Ahmadreza ؛ Writer : Feghhi Kashani، Mohamamd ؛
Journal:Economic StudiesIJES»Summer and Autumn 2021, Volume 10 - Number 20 Ranking د (Ministry of Science/ISC (23 page(s) - From 315 to 337 )
Keywords:PortfolioSharpe RatioMean-VarianceMultidimensional Geometric Brownian Motion
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2.
Writer : Ebrahimi، Morteza ؛ Bagherzadeh Valami، Hadi ؛ Karamali، Leila ؛
Journal:Journal of Mathematics and Modeling in Finance»Summer and Autumn 2021, Volume 1- Number 2 (13 page(s) - From 181 to 193 )
Keywords:riskEfficiencyPortfoliodata envelopment analysisMean-Variance
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3.
Writer : Feghhi Kashani، Mohammad ؛ Corresponding Author : Mohebimajd، Ahmadreza ؛
Journal:Money and Economy»Spring 2021, Volume 16 - Number 2 Ranking ب (Ministry of Science/ISC (30 page(s) - From 253 to 282 )
Keywords:PortfolioStochastic dominanceSharpe RatioMean-VarianceMultidimensional Geometric Brownian Motion
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4.
Writer : محمودی، وحید ؛ شعبان پورفرد، پژمان ؛ Corresponding Author : امام دوست، مصطفی ؛
Journal:پژوهش ها و سیاست های اقتصادی»زمستان 1395 - شماره 80 Ranking Science-Research (Ministry of Science/ISC (21 page(s) - From 241 to 261 )
Keywords:سرمایهگذاریسبد داراییمــدل میــانگین واریــانساملاک و مستغلات.: InvestmentReal estate.Mean-VariancePortfolioپرتفویریسکبازدهدارایی
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