S. Amir Ghoreishi

[ 1 ] - Optimal Portfolio Allocation based on two Novel Risk Measures and Genetic Algorithm

The problem of optimal portfolio selection has attracted a great attention in the finance and optimization field. The future stock price should be predicted in an acceptable precision, and a suitable model and criterion for risk and the expected return of the stock portfolio should be proposed in order to solve the optimization problem. In this paper, two new criterions for the risk of stock pr...