حمیدیان پور، فخریه و نعمت الهی، زعیمه (1391). بررسی اهمیت و نقش سرمایه فکری در انتخاب پرتفوی از میان شرکت‌های پذیرفته شده در بورس اوراق بهادار تهران. مجله دانش حسابداری، 3(11)، 133-160. https://jak.uk.ac.ir/article_507.html.

Andrew, W., Constantin, P., & Wierzbicki, M. (2003). It is 11 pm- do you know your liquidity is? The mean-variance liquidity frontier. Journal of Investment Management, 1(1), 55-93. DOI: 10.1142/9789812700865_0003.

Bahri-Salth, J., Pakmaram, A., & Valizadeh, M. (2018). Selection and optimization of stock portfolio using the Markowitz mean-variance method using different algorithms. Financial Knowledge of Securities Analysis (Financial Studies), 37, 43-57. https://www.sid.ir/paper/200229 [In Persian].

Bani Mahd, B., Moradzadeh Fard, M., & Yaghoub, N. (2014). Ownership of investment companies and stock value of companies listed on the stock exchange. Investment Knowledge, 157-168. https://www.sid.ir/paper/187985 [In Persian].

Bechis, L., Cerri, F., & Vulpiani, M. (2020). Machine learning portfolio optimization: Hierarchical risk parity and modern portfolio theory. Master’s Degree in Corporate Finance, Department of business and management - chair of risk management. https://tesi.luiss.it/28022/1/709261_BECHIS_LUCA.pdf.

Chihua, L, Yijie, T., Tsung-Kang Ch. (2016). Top management team expertise and corporate real earnings management activities. Advances in Accounting, 14(3), 117-132. doi.org/10.1016/j.adiac.2016.07.007.

Chun-Hao, Ch., Cheng-Yu, L., Cheng-Yu, L. (2020). An intelligence approach for group stock portfolio optimization with a trading mechanism. Knowledge and Information Systems Volume, 62, 287–316. doi.org/10.1007/s10115-019-01353-2.

Dang, V.A., Kim, M., & Shin, Y. (2013). Asymmetric adjustment towardoptimal capital structure: Evidence from a crisis international review of financial analysis. Forthcoming. Available at, 10(26), 17-20. http://ssrn.com/abstract=2399451.

Eusuff, M., Lansey K., & Pasha, F. (2006). Shuffled frog-leaping algorithm: A memetic meta-heuristic for discrete optimizatio. Engineering Optimization, 38, 129-154. https://doi.org/10.1080/03052150500384759.

Fathi, Z., & Ahmadinia, H. (2012). Evaluating the efficiency of investment companies using selected criteria based on modern and metamodern portfolio theory in Tehran Stock Exchange. Quarterly Journal of Modern Management Engineering, 1(1), 1-18. https://jmem.dehaghan.iau.ir/article_526964.html [In Persian].

Firth,M., Stephen X.G., & Liwei S. (2013). Cost of government and firm value. Journal of Corporate Finance, 21 136–152. DOI: 10.1016/j.jcorpfin.2013.01.008.

Hanauer, M.X., & Kalsbach, T. (2023). Machine learning and the cross-section of emerging market stock returns. Emerging Markets Review Volume, 55(13), 30-33. https://ssrn.com/abstract=4287550.

Hibbert, A., Lawrence, E., & Prakash, A. (2013). Does knowledge of finance mitigate the gender difference in financial risk-aversion? Global Finance Journal, 24(2), 140–152. doi.org/10.1016/j.gfj.2013.07.002.

Hamidiyanpour, F., & Neamatollahi, Z. (2013). Study on the importance and role of intellectual capital in portfolio selection among companies listed in Tehran. Journal of Accounting Knowledge, 3(11), 133-160. DOI: 10.22103/jak.2013.507 [In Persian].

Jasemi, M., Kimiagari, A.M., Memariani, A. (2011). A conceptual model for portfolio management sensitive to mass psychology of market. International Journal of Industrial Engineering, 18(1), 1-15. https://www.researchgate.net/publication/285953509.

Keyghabadi, A.R., & Ahmadi, M. (2016). Comparing the efficiency of GARCH and ARCH methods in predicting value at risk for optimal portfolio selection. Financial Accounting and Auditing Research, 32, 63-82. https://www.sid.ir/paper/197917 [In Persian].

Khajehzadeh, S., Daneshvar, A., Shahvardiani, S., & Madanchizaj, M. (2023). Application of technical analysis and Markov filter in managing optimal future stock portfolio with emphasis on investor risk using the meta-heuristic artificial intelligence approach. Accounting and Auditing Management Science, 12(48), 63-72. https://www.jmaak.ir/article_21937.html?lang=en [In Persian].

Lalehmajin, M., Zalghi, H., Bayat, M., & Sobhani, A. (2017). The effect of government ownership on the performance of companies listed on the Tehran Stock Exchange. Financial Accounting and Auditing Research, 9(36), 151-170. DOI: 20.1001.1.23830379.1396.9.36.8.9 [In Persian].

Markowitz, H. (1952). Portfolio selection. Journal of Finance, 7(1), 77-91. https://www.jstor.org/stable/2975974.

Markowitz, H. (1959). Portfolio selection: Efficient diversification of investments. New York: John Wiley & Sons, Inc, 23(9), 11-17. https://www.jstor.org/stable/j.ctt1bh4c8h.

Mashayekhi, B., & Azhang, A. (2017). Effect of family firms on information asymmetry and cost of capital. Journal of Investment Knowledge, 6(21), 129-144. http://www.jik-ifea.ir/article_10240.html?lang=en [In Persian].

Masoom Alishahi, P., & Azami, M. (2018). Stock portfolio optimization based on the Markowitz model. International Conference on Management, Accounting and Knowledge-Based Economics, Mashhad, 18(23), 33-37. https://civilica.com/l/9066 [In Persian].

Mohamadzadeh, A., & Bahri, S. (2022). The moderating role of firm’s size and age in the relationship of managerial ownership with liquidity and ‎investment constraints‎. Journal of Asset Management and Financing, 10(4), 1-24. DOI: 10.22108/amf.2022.128050.1648 [In Persian].

Mohammadi Baghmolaei, H., Parsa, H., Tahmasebi, S., & Hajiani, P. (2021). Application of cumulative entropy measure and PSO algorithm in Tehran Stock Exchange petrochemical companies portfolio optimization. Journal of Development and Capital, 6(2), 41-55. DOI: 10.22103/jdc.2022.17949.1142 [In Persian].

Noorahmadi, M., & Sadeghi, H. (2013). Application of threshold-based filtered networks in stock portfolio selection and performance evaluation. Financial Economics, 10(15), 111-115. DOI: 10.30495/FED.2023.705588 [In Persian].

Norush, I., & Ebrahimi-Kardlar, A. (2005). Investigating and explaining the relationship between shareholder composition, information asymmetry and the usefulness of performance accounting measures. Accounting and Auditing Reviews, 12(4), 97-124. DOI: 20.1001.1.26458020.1384.12.4.6.9 [In Persian].

Nti, A.F., Adekoya, B.A., & Weyori, I.K. (2020). A systematic review of fundamental and technical analysis of stock market predictions. Artificial Intelligence Review, 53(11), 3007–3057. DOI: 10.1007/s10462-019-09754-z.

Rahmani, M., Khalili-Iraqi, M., & Nikomaram, H. (2019). Stock portfolio selection using artificial bee colony algorithm and its comparison with genetic and ants algorithms. Financial Knowledge of Securities Analysis, 13(45), 31-46. https://www.sid.ir/paper/951354 [In Persian].

Rajizadeh, S., & Zeinali, H. (2022). The impact of profit changes speed on stock portfolio fluctuations companies accepted in Tehran Stock Exchange. Journal of Development and Capital, 7(2), 233-252. DOI: 10.22103/jdc.2022.19038.1208 [In Persian].

Ralph, E.S., & Yue, Q. (2005). Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection. TerryCollege of Business, University of GeorgiaAthens, Georgia 30602-6253 USA. DOI: 10.1007/s10479-006-0137-1.

Ruiz-Mallorqu, M.V., & Santana-Martin, D.J. (2011). Dominant institutional ownersand firm value. Journal of Banking & Finance, 35, 118–129. https://doi.org/10.1016/j.jbankfin.2010.07.020.

Sarchami, M., khodamipour, A., Mohammadi, M., & Zeinali, H. (2023). Evaluation of deep learning and Markowitz models ability in optimal stock portfolio formation. Accounting and Auditing Research, 15(57), 47-68. DOI: 10.22034/iaar.2023.172752 [In Persian].

Sinaei, H.A., & Goshtasbi, R. (2013). Evaluating efficiency and relative performance of firms by data envelopment analysis approach for making portfolio. Journal of Accounting Knowledge, 3(11), 105-132. DOI: 10.22103/jak.2013.506 [In Persian].

Tanaka, H., & Guo, P. (1999). Portfolio selection based on upper and lower exponential possibility distributions. European Journal of Operational Research, 114(1), 115–126. DOI: 10.1016/S0377-2217(98)00033-2.

Thakur, G., Bhattacharyya, R., Sarkar, S. (2017). Stock portfolio selection using dempster-shafer evidence theory. Journal of King Saud University Computer and Information Science,1-13. DOI: 10.1016/j.jksuci.2016.07.001.

Thomsen, S., Torben, P., & Hans, K.K. (2006). Blockholder ownership: Effects on firm value in market and control based governance systems. Journal of Corporate Finance, 12, 246–269. https://doi.org/10.1016.

Vasiani, V.D., Handari, B.D., & Hertono, G.F. (2020). Stock portfolio optimization using priority index and genetic algorithm. Conference Series Journal of Physics Conference Series, 1442, 012031. DOI: 10.1088/1742-6596/1442/1/012031.