Abbasi, Ebrahim, (2008). Using Value at Risk in Optimum Portfolio Selection in Tehran Stock Exchange, Journal Economic Research, 87.
Babae, Gholamreza, (2007). Detection of Outliers Methods in Medical Studies, Tehran University Medical Journal; 65(7).
Bayat, Marzieh and Rahnamay Roodposhti, Fereydoon, (2014). Explanation Efficiency of Robust Portfolio Optimization Value-At-Risk, Journal of financial engineering and securities management, 22.
Bodie, Z and Kane and Marcus, A. (2001). Investments management,Translators: Shariatpanahi,M and Farhadi, R and Imanifar, 261-265.
Chen a Wei and et al, (2011). Worst-case VaR and robust portfolio optimization with interval random uncertainty set, Expert Systems with Applications, 38, 64â70.
Evans John L. and Archer, Stephen H., (1968). Diversification and the Reduction of Dispersion: AnEmpirical Analysis, Journal of Finance, 23(5), 761â767.
Fabbozi, Frank J and et al, (2007). Robust Portfolio Optimization and Management, Wiley.
Farid, Darush, (2009). Using Value at risk and Selection an Optimal Portfolio by Monte Carlo Simulation Technique (MCS) In Tehran Stock Exchange, Knowledge and Development, 31.
Frank J. Fabozzi, Francis Gupta, and Harry M. Markowitz (2002). The Legacy of Modern Portfolio Theory, Journal of Investing, 11(3). 8.
Ghadiri moghadam, abolfazl, (2013). Selection of optimal portolio in nutritious industry in Tehran echange stock" Journal of Agricultural Economics and Development, 24(3): 304-309
)