هماییفر. ساغر، روغنیان. عماد (1395)، به کارگیری الگوهای بهینهسازی پایدار و برنامهریزی آرمانی در مسئله انتخاب سبد سرمایهگذاری چنددورهای، مجلهمهندسیمالیومدیریتاوراقبهادار، شماره 28، دوره 7، ص 153-167.
Arnott, R.D. and Wagner, W.H. (1990), "The measurement and control of trading costs", Financial Analysts Journal 6, 73–80.
Bertsimas, D. and Pachamanova, D. (2008), "Robust multiperiod portfolio management in the presence of transaction costs", Computers and Operations Research 35, 3–17.
Calafiore, G.C. (2008), "Multi-period portfolio optimization with linear control policies", Automatica 44, 2463–2473.
Celikyurt, U. and Ozekici, S. (2007), "Multiperiod portfolio optimization models in stochastic markets using the mean-variance approach", European Journal of Operational Research 1, 186–202.
Costa, O.L.V. and Araujo, M.V. (2008), "A generalized multi-period mean–variance portfolio optimization with Markov switching parameters", Automatica, 44(10), 2487–2497.
Giove, S. and Funari, S. and Nardelli, C. (2006), "An interval portfolio selection problem based on regret function", European Journal of Operational Research 170, 253–264.
Grauer, R.R. and Hakansson, N.H. (1993), "On the use of mean-variance and quadratic approximations in implementing dynamic investment strategies: a comparison of returns and investment policies", Management Science 39, 856–871.
Gupta, P. and Mehlawat, M.K. and Saxena, A. (2008), "Asset portfolio optimization using fuzzy mathematical programming", Information Sciences 178, 1734–1755.
Gulpınar, N. and Rustem, B. (2007), "Worst-case robust decisions for multi-period meanvariance portfolio optimization", European Journal of Operational Research 183, 981–1000.
Gulpınar, N. and Rustem, B. and Settergren, R. (2003), "Multistage stochastic mean-variance portfolio analysis with transaction cost. Innovations", in Financial and Economic Networks 3, 46–63.
Haimes, Y.Y. and Lasdon, L.S. and Wismer, D.A. (1971), "On a bicriterion formulation of the problems of integrated system identification and system optimization", IEEE Trans. Syst. Man Cybern,1, 296–297.
Huang, X. and Qiao, L. (2012), "A risk index model for multi-period uncertain portfolio selection", Information Sciences 217, 108–116.
Leippold, M. and Trojani, F. and and Vanini, P. (2004), "A geometric approach to multiperiod mean variance optimization of assets and liabilities", Journal of Economic Dynamics and Control, 28(6), 1079–1113.
Li, D. and Chan, T.F. and Ng, W.L. (1998), "Safety-first dynamic portfolio selection", Dynamics of Continuous Discrete and Impulsive Systems 4, 585–600.
Li, D. and Ng, W.L. (2000), "Optimal dynamic portfolio selection: multi-period mean-variance formulation", Mathematical Finance 10, 387–406.
Markowitz, H. (1952), "Portfolio selection", Journal of Finance 3, 77–91.
Mossin, J., (1968), "Optimal multi-period portfolio polices", The Journal of Business 41, 215–229.
Najafi, A.A. and Mushakhian, S. (2015), "Multi-stage stochastic mean–semivariance–CVaR portfolio optimization under transaction costs", Applied Mathematics and Computation 256, 445–458.
Pinar, M.C. (2007), "Robust scenario optimization based on downside-risk measure for multi-period portfolio selection", OR Spectrum 29, 295–309.
Pindoriya, N.M. and Singh, S.N. and Singh, S.K. (2010), "Multi-objective mean–variance–skewness model for generation portfolio allocation in electricity markets", Electric Power Systems Research 80, 1314-1321.
Sadjadi, S.J. and Seyedhosseini, S.M. and Hassanlou, Kh. (2011), "Fuzzy multi period portfolio selection with different rates for borrowing and lending", Applied Soft Computing, , 11, 3821–3826.
Steuer, R. (1986), "Multiple Criteria Optimization: Theory, Computation and Application", John Wiley & Sons: New York.
Sun, J. and Fang, W. and Wu, X. and Lai, C.H. and Xu, W. (2011), "Solving the multi-stage portfolio optimization problem with a novel particle swarm optimization", Expert Systems with Applications38, 6727–6735.
Wei, S.Z. and Ye, Z.X. (2007), "Multi-period optimization portfolio with bankruptcy control in stochastic market", Applied Mathematics and Computation 186, 414– 425.
Xia, Y.S. and Liu, B.D. and Wang, S.Y. and Lai, K.K. (2000), "A model for portfolio selection with order of expected returns", Computers & Operations Research 27, 409–422.
Yan, W. and Li, S.R. (2009), "A class of multi-period semi-variance portfolio selection with a four-factor futures price model", Journal of Applied Mathematics and Computing 29, 19–34.
Yan, W. and Miao, R. and Li, S.R. (2007), "Multi-period semi-variance portfolio selection: Model and numerical solution", Applied Mathematics and Computation 194, 128–134.
Yu, J.R. and Lee, W.Y. (2011), "Portfolio rebalancing model using multiple criteria", European Journal of Operational Research 209, 166–175.
Yu, M. and Takahashi, S. and Inoue, H. and Wang, S. (2010), "Dynamic portfolio optimization with risk control for absolute deviation model", European Journal of Operational Research 201, 349–364.
Zhang, P. and Zhang, W.G. (2014), "Multi-period mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints", Fuzzy Sets and Systems 255, pp.74–91.
Zhao, Y. and Ziemba, W.T (2008), "Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control", European Journal of Operational Research 185, 1525–1540.
Zhu, S.S. and Li, D. and Wang, S.Y. (2004), "Risk control over bankruptcy in dynamic portfolio
)