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Keywords = Portfolio Management
Number of Articles: 2
The Application of Aumann-Serrano Index of Riskiness in Portfolio Optimization: A Case Study of Tehran Stock Exchange
Volume 20, Issue 64 , October 2015, , Pages 117-150
Abstract
In a risky situation probabilities of states are available.Until recently, normal distribution has been used widely in financial applications for a risky situation. Recent studies have shown that normal distribution is not appropriate for financial data and that simple variance of data as an index of ... Read MoreA Dynamic Optimization Model for the Natural Gas Revenues
Volume 9, Issue 30 , April 2007, , Pages 165-192