Fereshteh Vaezi

Fereshteh Vaezi

Iran University of Science & Technology Tehran - Tehran / Iran
Engineering & Technology / Industrial & Manufacturing Engineering
AD Scientific Index ID: 5232758
دانشگاه علم و صنعت ایران
person_outline Fereshteh Vaezi's MOST POPULAR ARTICLES
1-) A portfolio selection model based on the knapsack problem under uncertaintyF Vaezi, SJ Sadjadi, A MakuiPloS one 14 (5), e0213652, 2019302019
2-) A robust knapsack based constrained portfolio optimizationF Vaezi, SJ Sadjadi, A MakuiInternational Journal of Engineering 33 (5), 841-851, 202082020
3-) Non-linear relationships among oil price, gold price and stock market returns in Iran: A multivariate regime-switching approachS Mamipour, F Vaezi JezeieIranian Journal of Economic Studies 4 (1), 101-126, 201572015
4-) Mean-VaR portfolio optimization based on the improved knapsack problem: Parametric and nonparametric approachesF Vaezi, SJ Sadjadi, A MakuiIranian Journal of Economic Studies 9 (2), 569-594, 2020
5-) Constrained portfolio optimization with discrete variables: An algorithmic method based on dynamic programmingFV Jezeie, SJ Sadjadi, A MakuiPlos one 17 (7), e0271811, 2022