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Tahereh Khodamoradi
Publication Activity (10 Years)
Years Active: 2023-2024
Publications (10 Years): 3
Top Topics
Portfolio Management
Working Set
Decomposition Algorithm
Portfolio Optimization
Top Venues
Comput. Stat.
Discret. Math. Algorithms Appl.
Int. J. Appl. Decis. Sci.
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Publications
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Abdelouahed Hamdi
,
Tahereh Khodamoradi
,
Maziar Salahi
A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem.
Discret. Math. Algorithms Appl.
16 (3) (2024)
Tahereh Khodamoradi
,
Maziar Salahi
,
Ali Reza Najafi
Multi-intervals robust mean-conditional value-at-risk portfolio optimisation with conditional scenario reduction technique.
Int. J. Appl. Decis. Sci.
16 (2) (2023)
Tahereh Khodamoradi
,
Maziar Salahi
Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique.
Comput. Stat.
38 (2) (2023)