Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate von Khodamoradi, Tahereh, Salahi, Maziar, Najafi, Ali Reza

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Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique von Khodamoradi, Tahereh, Salahi, Maziar

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An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems von Maziar Salahi, Tahereh Khodamoradi

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Mean-standard deviation-conditional value-at-risk portfolio optimization von Maziar Salahi, Tahereh Khodamoradi, Abdelouahed Hamdi

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Extended twin parametric margin support vector regression von Sahleh, Ali, Salahi, Maziar, Eskandari, Sadegh, Khodamoradi, Tahereh

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CCMV Portfolio Optimization with Stocks and Options using Forecasted Data von Khodamoradi, Tahereh, Najafi, Ali Reza, Salahi, Maziar

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A Note on CCMV Portfolio Optimization Model with Short Selling and Risk-neutral Interest Rate von Khodamoradi, Tahereh, Salahi, Maziar, Najafi, Ali Reza

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Penalty ADM Algorithm for Cardinality Constrained Mean-Absolute Deviation Portfolio Optimization von AlMaadeed, Temadher, Khodamoradi, Tahereh, Salahi, Maziar, Hamdi, Abdelouahed

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