Journal of Industrial and Systems Engineering

Journal of Industrial and Systems Engineering

Keywords = Conditional drawdown at risk
Number of Articles: 2

Cryptocurrency Portfolio Optimization using Conditional Drawdown at Risk Measure with a Novel Approach for Asset Pre-selection

Volume 17, Issue 2, Spring 2025, Pages 221-249

Amir mohammad khalili, Emran Mohammadi, Hossein Ghanbari

Chance-constrained programming for Cryptocurrency portfolio optimization using Conditional Drawdown at Risk

Volume 16, Issue 2, Spring 2024, Pages 130-153

Roghaye Zarezade, Rouzbeh Ghousi, Emran Mohammadi, Hossein Ghanbari

Journal of Industrial and Systems Engineering

Journal Archive