Aghamohammadi, H., Dadashi, I., & Sojoudi, S. (2022). Optimal portfolio selection using quantile and composite quantile regression models. Communications in Statistics - Simulation and Computation, 53(8), 1-16. https://doi.org/10.1080/03610918.2022.2067880
Aghasi, S., Aghasi, A., & Biglari, S. (2017). Selection of the optimal stock portfolio of investors based on focal correlation analysis for companies member of Tehran Stock Exchange. Financial Knowledge of Securities Analysis, 10(33), 119-131. (in Persian)
Akram, M., Shah, S. M. U., Ali Al-Shamiri, M. M., & Edalatpanah, S. A. (2023). Extended DEA method for solving multi-objective transportation problem with Fermatean fuzzy sets. AIMS Mathematics, 8(1), 924-961. https://doi.org/10.3934/math.2023045
Ali Akbari, M. (2013). Selecting the optimal stock portfolio using game theory with a fuzzy logic approach. Journal of Contemporary Research in Management and Accounting Sciences, 3(15), 75-93. (in Persian)
Amirhosseini, Z., & Ghobadi, H. (2016). Selecting the optimal portfolio using fuzzy multi-criteria decision-making methods. Management Research in Iran, 20(2), 75-96. (in Persian)
Baralis, E., Cagliero, L., & Garza, P. (2017). Planning stock portfolios by means of weighted frequent itemsets. Expert Systems with Applications, 88, 1-17. https://doi.org/10.1016/j.eswa.2017.06.046
Bayat, M., & Asadi, G. (2017). Investigating the factors affecting the selection of stock portfolios in Tehran Stock Exchange. Financial Research, 19(1), 45-68. (in Persian)
Cumming, D., Haß, L. H., & Schweizer, D. (2020). Private equity benchmarks and portfolio optimization. Journal of Banking & Finance, 37(9), 3515-3528. https://doi.org/10.1016/j.jbankfin.2013.05.011
Darabi, R., Waqfi, S. H., Habibzadeh, S. J., & Ahangari, M. (2016). Selecting the optimal portfolio of stocks in companies listed on the Tehran Stock Exchange using the ICDE method. Financial Knowledge of Securities Analysis (Financial Studies), 9(31), 111-122. (in Persian)
De la Torre-Torres, O. V., Galeana-Figueroa, E., Del Río-Rama, M. C., & Álvarez-García, J. (2022). Using Markov-switching models in US stocks optimal portfolio selection in a Black-Litterman context (Part 1). Mathematics, 10(8), 1296. https://doi.org/10.3390/math10081296
Didekhani, H., Abbasi, A., Shiri-Ghahi, A., & Mashari, M. (2019). Developing a mean-absolute deviation portfolio optimization model with a mixed stochastic-fuzzy uncertainty approach and considering investors’ attitude to risk. Quarterly Journal of Financial Engineering and Securities Management, 10(40), 84-102. (in Persian)
Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3-56. https://doi.org/10.1016/0304-405X(93)90023-5
Farid, D., Dehghani Firouzabadi, A., Andalib Ardakani, D., & Mirzaei, H. (2013). Analyzing the factors affecting stock portfolio selection using a fuzzy logarithmic preference programming approach. Management of Tomorrow, 20(64), 79-90. (in Persian)
Gamas, M. A. (2009). Fuzzy analytic hierarchy process for multi-criteria decision making. Springer.
Jamshidi, N., & Ghalibaf Asl, H. (2019). Dynamics of the behavior of individual investors in Tehran Stock Exchange. Journal of Financial Management Perspective, 9(25), 101-120. https://doi.org/10.22051/jfm.2019.20476.1721
Jamshidi, N., Ghalibaf-Asl, H., & Rezaei, F. (2019). Dynamics of individual investor behavior in the Tehran Stock Exchange. Financial Management Perspective, 9(25), 101-120. (in Persian)
Jing, M., Imeni, M., Edalatpanah, S. A., & Alburaikan, A. (2023). Optimal selection of stock portfolios using multi-criteria decision-making methods. Mathematics, 11(2), 415. https://doi.org/10.3390/math11020415
Lang, M., & Maffett, M. (2010). Economic effects of transparency in international equity markets: A review and suggestions for future research. Foundations and Trends in Accounting, 5(3), 175-241. https://doi.org/10.1561/1400000016
Lassance, N., & Vrins, F. (2023). Portfolio selection: A target-distribution approach. European Journal of Operational Research, 310(1), 302-314. https://doi.org/10.1016/j.ejor.2023.02.014
Li, B., Zhang, R., & Sun, Y. (2023). Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity. Automatica, 147, 110751. https://doi.org/10.1016/j.automatica.2022.110751
Markowitz, H. (1952). Portfolio selection. The Journal of Finance, 7(1), 77-91. https://doi.org/10.2307/2975974
Mehlawat, M. K., Kumar, A., Yadav, S., & Chen, W. (2018). Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments. Information Sciences, 460-461, 128-150. https://doi.org/10.1016/j.ins.2018.05.043
Mi, H., & Xu, Z. Q. (2023). Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory. Insurance: Mathematics and Economics, 110, 82-105. https://doi.org/10.1016/j.insmatheco.2023.02.003
Mostafaei Darmin, S., & Doaei, M. (2013). Presenting an approach based on stochastic optimization to solve the stock portfolio selection problem in the Iranian capital market using meta-heuristic algorithms. Applied Theories of Economics, 8(4), 253-284. (in Persian)
Nafchi, M., Rezaei, F., & Ahmadi, A. (2019). Investigating factors affecting profitability of listed companies. Financial Accounting and Auditing Research, 11(42), 89-112. (in Persian)
Omidi, H., & Vakilifard, H. (2019). Determining the optimal portfolio using fuzzy goal programming based on black hole and hybrid algorithms considering investors' preferences. Quarterly Journal of Financial Engineering and Securities Management, 10(41), 26-46. (in Persian)
Paytakhi Oskoui, M., Fallahpour, S., & Tehrani, R. (2019). Risk analysis in investment: a new approach. Iranian Journal of Economic Research, 24(78), 157-182. (in Persian)
Raei, R., & Fallahpour, S. (2011). Designing a model for active portfolio management using var and genetic algorithm. Accounting and Auditing Reviews, 18(64), 19-34. (in Persian)
Raei, R., & Pouyanfar, A. (2010). Advanced Investment Management. Samt. (in Persian)
Rasoulzadeh, M., Edalatpanah, S. A., Fallah, M., & Najafi, S. E. (2022). A multi-objective approach based on Markowitz and DEA cross-efficiency models for the intuitionistic fuzzy portfolio selection problem. Decision Making: Applications in Management and Engineering, 5(2), 241-259. https://doi.org/10.31181/dmame0310022022r
Restuningdiah, N. (2023). Software development for optimal portfolio selection using the Markowitz method. Journal of Economics, Business, and Government Challenges, 6(1), 45-58. https://doi.org/10.33005/ebgc.v6i1.289
Sarchemi, M., Ahmadi, A., & Rezaei, F. (2014). Application of multi-criteria decision-making methods in selecting the optimal portfolio. Journal of Financial Engineering and Portfolio Management, 14(55), 78-102. (in Persian)
Seif, A., & Hajiha, M. (2019). Analysis of water resource consumption in Iran's energy-intensive industries. Journal of Environment and Sustainable Development, 12(4), 90-99. (in Persian)
Shams-Lahrudi, S. H., Ahmadi, H., & Fekrand-Leilabadi, M. (2018). Presenting a ranked model of effective factors in selecting the optimal portfolio by investors with combined fuzzy MCDM techniques. Modern Research Approaches in Management and Accounting, 2(7), 87-100. (in Persian)
Sharpe, W. F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. The Journal of Finance, 19(3), 425-442. https://doi.org/10.2307/2977928
Sorourkhah, A., Babaie-Kafaki, S., Azar, A., & Shafiei Nikabadi, M. (2019). A fuzzy-weighted approach to the problem of selecting the right strategy using the robustness analysis: Case study of Iran automotive industry. Fuzzy Information and Engineering, 11(1), 39-53. https://doi.org/10.1080/16168658.2019.1612605
Taghizadeh, K., Salehi, A., Molla-Alizadeh Zavardehi, S., & Mahmoudi-Rad, A. (2000). Evaluation of the optimal portfolio using accounting criteria using multi-criteria decision-making criteria under conditions of uncertainty in the Iranian capital market. Financial Science of Securities Analysis, 14(49), 133-156. (in Persian)
Tahmasebi-Khourne, R., & Soheili, K. (2015). The effect of company reputation on the financial performance of companies listed on the Tehran Stock Exchange. Financial Accounting Research, 7(2), 45-62. (in Persian)
Teirchi, M., Sadeghi, M., & Mohammadi, S. (2020). Optimization of portfolio for Islamic countries with considering investor sentiment. Journal of Islamic Finance, 9(2), 112-135.
Wei, P., Yang, C., & Zhuang, Y. (2023). Robust consumption and portfolio choice with derivatives trading.
European Journal of Operational Research, 304(2), 832-850.
https://doi.org/10.1016/j.ejor.2022.04.018
Yakideh, K., Mahfouzi, G., & Alipour Joorshari, A. (2017). Selecting the Optimal Stock Portfolio in Tehran Stock Exchange by Combining the Gini Mean Difference Model and Cross Efficiency Table. In The 10th International Conference of the Iranian Operations Research Association. Babolsar, Iran. (in Persian)