A new methodology for multi-period portfolio selection based on the risk measure of lower partial moments HH Nesaz, M Jasemi, L Monplaisir Expert Systems with Applications 144, 113032, 2020 | 25 | 2020 |
A comparative analysis of the efficient operating room scheduling models using robust optimization and upper partial moment A Maleki, H Hosseininesaz, M Jasemi Healthcare Analytics 3, 100144, 2023 | 4 | 2023 |
Forecasting Crude Oil Prices using a Hybrid Model Combining Long Short-Term Memory Neural Networks and Markov Switching Model V Shahbazbegian, H Hosseininesaz, M Shafie-Khah, M Elmusrati 2023 International Conference on Future Energy Solutions (FES), 1-6, 2023 | 2 | 2023 |
Development of a new asset liability Management model with liquidity and inflation risks based on the Lower Partial Moment H Hosseininesaz, M Jasemi Expert Systems with Applications 210, 118427, 2022 | 2 | 2022 |
Analysing the effects of macroeconomic variables on bank's credit risk SR Miraskari, H Hosseini Nesaz Monetary & Financial Economics 24 (14), 175-199, 2017 | 1 | 2017 |
Application of Multi-Period Low Partial Moment Approach to Investment Portfolio Optimization and Impact of Different Moments on Portfolio Performance SR Miraskari, HH Nesaz Journal of Securities and Exchange 14 (56), 167-196, 2022 | | 2022 |