Multi-intervals robust mean-conditional value-at-risk portfolio optimisation with conditional scenario reduction technique. - Tahereh Khodamoradi; Maziar Salahi; Ali Reza Najafi (Int. J. Appl. Decis. Sci., 2023)

Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique. - Tahereh Khodamoradi; Maziar Salahi (Comput. Stat., 2023)

A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem. - Abdelouahed Hamdi; Tahereh Khodamoradi; Maziar Salahi (Discret. Math. Algorithms Appl., 2024)