The Effect of Exit Time and Entropy on Asset Performance Evaluation von Ghasemi Doudkanlou, Mohammad, Chandro, Prokash, Banihashemi, Shokoofeh

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Portfolio performance evaluation in Mean-CVaR framework: A comparison with non-parametric methods value at risk in Mean-VaR analysis von Banihashemi, Shokoofeh, Navidi, Sarah

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Selecting the Best of Portfolio Using OWA Operator Weights in Cross Efficiency-Evaluation von Sanei, Masoud, Banihashemi, Shokoofeh

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Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models von Banihashemi, Shokoofeh, Navidi, Sarah

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Performance evaluation of investment with DEA models under pure jump processes von Mirsadeghpour Zoghi, Seyedeh Masoumeh, Sanei, Masoud, Tohidi, Ghasem, Banihashemi, Shokoofeh, Modarresi, Navideh

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Multi-objective mean-CVaR model under VG process on evaluating portfolio efficiency von Zoghi, Seyedeh Masoumeh Mirsadeghpour, Banihashemi, Shokoofeh, Modarresi, Navideh

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Multi-stage stochastic model in portfolio selection problem von Banihashemi, Shokoofeh, Azarpour, Ali, Kaveh, Marziye

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Portfolio optimization and asset allocations using DEA and DEA/AHP von Banihashemi, Shokoofeh, Sanei, Masoud

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