Volume & Issue: Volume 6, Issue 2, April 2022, Pages 1-166 
3. Portfolio Optimization based on the Risk Minimization by the Weight-Modified CVaR vs. CVaR Method

Pages 70-94


Mohammad Esmaeil Fadaeinejad; Mohamad Taghi Vaziri; Hossein Asadi; Mohammad Javad Faryadras

4. Forming Efficient Frontier in Stock Portfolios by Utility Function, Risk Aversion, and Target Return

Pages 95-119


Ahmad Farahani Darestani; Mohammadreza Miri Lavasani; Hamidreza Kordlouie; Ghodratallah Talebnia