Alireza Ghahtarani

Publication Activity (10 Years)

Years Active: 2021-2024
Publications (10 Years): 4

Top Topics

Network Design Problem

Nonlinear Programming

Variational Inequalities

Portfolio Selection

Top Venues

Comput. Oper. Res.

Expert Syst. Appl.

Eur. J. Oper. Res.

Publications

Alireza Ghahtarani, Ahmed Saif, Alireza Ghasemi
Worst-case Conditional Value at Risk for asset liability management: A framework for general loss functions. Eur. J. Oper. Res. 318 (2) (2024)
Alireza Ghahtarani, Ahmed Saif, Alireza Ghasemi, Erick Delage
A double-oracle, logic-based Benders decomposition approach to solve the K-adaptability problem. Comput. Oper. Res. 155 (2023)
Alireza Ghahtarani, Ahmed Saif, Alireza Ghasemi
Robust portfolio selection problems: a comprehensive review. Oper. Res. 22 (4) (2022)
Alireza Ghahtarani
A new portfolio selection problem in bubble condition under uncertainty: Application of Z-number theory and fuzzy neural network. Expert Syst. Appl. 177 (2021)