keyword Relative robustness / (1 Article)
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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