A novel two-phase robust portfolio selection and optimization approach under uncertainty: A case study of Tehran stock exchange

• Pejman Peykani,

  Roles Conceptualization, Data curation, Investigation, Methodology, Software, Writing – original draft

  Affiliation School of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran

  http://orcid.org/0000-0001-7486-6796

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• Emran Mohammadi ,

  Roles Formal analysis, Investigation, Writing – review & editing

  * E-mail: e_mohammadi@iust.ac.ir

  Affiliation School of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran

  http://orcid.org/0000-0001-9965-1118

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• Armin Jabbarzadeh,

  Roles Formal analysis, Investigation, Project administration, Supervision

  Affiliation School of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran

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• Mohsen Rostamy-Malkhalifeh,

  Roles Supervision, Validation

  Affiliation Department of Mathematics, Faculty of Science, Science and Research Branch, Islamic Azad University, Tehran, Iran

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• Mir Saman Pishvaee

  Roles Investigation, Writing – review & editing

  Affiliation School of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran

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