| Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate T Khodamoradi, M Salahi, AR Najafi Decisions in Economics and Finance 44, 197-214, 2021 | 13 | 2021 |
| A note on CCMV portfolio optimization model with short selling and risk-neutral interest rate T Khodamoradi, M Salahi, AR Najafi Statistics, Optimization & Information Computing 8 (3), 740-748, 2020 | 13 | 2020 |
| Robust CCMV model with short selling and risk-neutral interest rate T Khodamoradi, M Salahi, AR Najafi Physica A: Statistical Mechanics and its Applications 547, 124429, 2020 | 11 | 2020 |
| Portfolio optimization model with and without options under additional constraints T Khodamoradi, M Salahi, AR Najafi Mathematical problems in engineering 2020, 1-10, 2020 | 6 | 2020 |
| A penalty decomposition algorithm for the extended mean–variance–CVaR portfolio optimization problem A Hamdi, T Khodamoradi, M Salahi Discrete Mathematics, Algorithms and Applications 16 (03), 2350021, 2024 | 4 | 2024 |
| Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique T Khodamoradi, M Salahi Computational Statistics 38 (2), 1023-1040, 2023 | 2 | 2023 |
| CCMV portfolio optimization with stocks and options using forecasted data T Khodamoradi, AR Najafi, M Salahi Studies of Applied Economics 39 (8), 2021 | 2 | 2021 |
| Mean-standard deviation-conditional value-at-risk portfo-lio optimization M Salahi, T Khodamoradi, A Hamdi Journal of Mathematics and Modeling in Finance 3 (1), 83-98, 2023 | 1 | 2023 |
| Multi-intervals robust mean-conditional value-at-risk portfolio optimisation with conditional scenario reduction technique ARN T. Khodamoradi, M. Salahi Int. J. Applied Decision Sciences 16 (2), 237-254, 2023 | 1 | 2023 |
| Penalty ADM Algorithm for Cardinality Constrained Mean-Absolute Deviation Portfolio Optimization T AlMaadeed, T Khodamoradi, M Salahi, A Hamdi Statistics, Optimization & Information Computing 10 (3), 775-788, 2022 | | 2022 |
| Penalty ADM Algorithm for mean-Conditional Value-at-Risk portfolio optimization problem T Khodamoradi, M Salahi, AR Najafi 2021 52nd Annual Iranian Mathematics Conference (AIMC), 18-20, 2021 | | 2021 |
| Research Article Portfolio Optimization Model with and without Options under Additional Constraints T Khodamoradi, M Salahi, AR Najafi | | 2020 |
Maziar SalahiProfessor of Optimization and Operations Research, University of GuilanVerified email at guilan.ac.ir
