A new portfolio selection problem in bubble condition under uncertainty: Application of Z-number theory and fuzzy neural network. - Alireza Ghahtarani (Expert Syst. Appl., 2021)

Robust portfolio selection problems: a comprehensive review. - Alireza Ghahtarani; Ahmed Saif; Alireza Ghasemi (Oper. Res., 2022)

A double-oracle, logic-based Benders decomposition approach to solve the K-adaptability problem. - Alireza Ghahtarani; Ahmed Saif; Alireza Ghasemi; Erick Delage (Comput. Oper. Res., 2023)

Worst-case Conditional Value at Risk for asset liability management: A framework for general loss functions. - Alireza Ghahtarani; Ahmed Saif; Alireza Ghasemi (Eur. J. Oper. Res., 2024)