Quarterly Publication
Oil and Gas Economics and Management
1. Investigating the Effects of New Corporate Liquidity and Market Operational Performance Indicators on the Markowitz Model Portfolio Returns Using Genetic Algorithm: A Case Study on Refineries and Petrochemical Companies Listed on Tehran Stock Exchange

Mohammad Tavakkoli Mohammadi; Abbas Alimoradi; Mohsen Sarvi

Volume 3, Issue 1 , Winter 2019, , Pages 1-15

http://dx.doi.org/10.22050/pbr.2019.104107

Abstract
  The research on the Markowitz model and optimization of its portfolio using a variety of evaluation indicators and metaheuristic-algorithms has always been the focus of attention of accounting and finance researchers. The results of studies carried out by various types of optimization method are different ...  Read More