A Comparative Approach to Financial Clustering Models: (A Study of the Companies Listed on Tehran Stock Exchange)

Marziyeh Nourahmadi; Fatemeh Rasti; Hojjatollah Sadeqi

Volume 6, Issue 4 , 2022, , Pages 31-55


  Data mining is known as one of the powerful tools in generating information and knowledge from raw data, and Clustering as one of the standard methods in data mining is a suitable method for grouping data in different clusters that helps to understand and analyze relationships. It is one of the essential ...  Read More

Hierarchical Risk Parity as an Alternative to Conventional Methods of Portfolio Optimization: (A Study of Tehran Stock Exchange)

Marziyeh Nourahmadi; Hojjatollah Sadeqi

Volume 5, Issue 4 , November 2021, , Pages 1-24


  One of the most critical investment issues faced by different investors is choosing an optimal investment portfolio and balancing risk and return in a way that, maximizes investment returns and minimize the investment risk. So far, many methods have been introduced to form a portfolio, the most famous ...  Read More