List of Articles قدرت الله طالب نیا

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  1 - Provide a Modifier Pattern of Capital Assets Pricing Models Using Distress Risk Model and Momentum Premium
  Mehrdad Salehi rezvan hejazi qodratallah talebnia
  The present study aims to provide a modifier pattern of capital assets pricing models (CAPM) using distress risk model and momentum premium. For this purpose, the researcher uses a theoretical matrix of the most widely used and most influential variables of the predicte More

  The present study aims to provide a modifier pattern of capital assets pricing models (CAPM) using distress risk model and momentum premium. For this purpose, the researcher uses a theoretical matrix of the most widely used and most influential variables of the predicted model to analyze the data and measure the variables of the final model. In this research, applying portfolio research approach and significance test method for regression coefficients, and using a sample of 3520 quarterly firms of Tehran Stocks Exchange (TSE) during 2008 -2017, the hypothesizes are examined.The results of the empirical pricing model show that the average return of the formed portfolio is influenced by the momentum factor and expressed by the distress risk. After applying financial distress risk, the rate of expected return is descending and the distress premium is negative. The results also indicate that in the most distress investment portfolio of momentum premium, the winner stock returns are more than the loser stock returns and in the healthy firms, the portfolio return of the loser stocks is less than the portfolio return of the winner stocks.Originality/value-The existence of value premium and momentum premium in security returns is one of the key concepts to examine empirical capital asset pricing models (CAPM). The tendency of a security to continue movement in a single direction known as momentum. Momentum is the underlying factor in trend analysis of stock prices which is originated from the behavioral factors of investors. Manuscript profile
• Open Access Article
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  2 - Designing a Human Resource Valuation Model with a Data Envelopment Analysis Approach
  samira rahimi Qodrat Allah Talebnia rezvan hejazi mohammad hosein ranjbar
  The purpose of this study is to design a human resource valuation model with a data envelopment analysis approach from the Islamic University of Hormozgan Branch. In this paper, the performance appraisal model of the staff designed for the Islamic Azad University of Hor More

  The purpose of this study is to design a human resource valuation model with a data envelopment analysis approach from the Islamic University of Hormozgan Branch. In this paper, the performance appraisal model of the staff designed for the Islamic Azad University of Hormozgan Branch is presented. In this regard, an attempt has been made to determine the efficiency of university staff by using data envelopment analysis techniques. Since the status of some of the criteria cannot be accurately stated and has ambiguity and uncertainty, so in this article, linguistic variables are considered as points for measuring the questionnaire, since it is a tool for measuring the questionnaire. By considering the proportions of numbers 1 to 5 in the Likert spectrum and using the theory of data envelopment analysis and selecting the output and input variables and in the form of a fixed-scale return model in output-oriented mode using DEA SOLVER software, the evaluated employees are evaluated. And it was analyzed and its capability was described in real environments, and finally the performance evaluation of 10 people from Employees were efficient. Manuscript profile