A

  • a.a A comparative study response rate of firms with business strategies and cost leadership firms with different business strategies to the announcement, using the equations of structural failure [ Vol.9, Issue 34 - Spring Year 1397]
  • Abchar.Behjat Relationship between financial strategies and corporate governance on the behavior of stockholders' tunnels on the performance of companies admitted to the Tehran Stock Exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • Abdi.Matin Online Portfolio Selection Using Spectral Pattern Matching [ Vol.9, Issue 34 - Spring Year 1397]
  • Abdollahi.Farhad Review and Compare the earnings patterns of Asian, European and American Stock Option in Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • abdollahian.farzaneh To Forecat the Recession and Prosperity in the Tehran Stock Exchange using Models of MS and NSGA-ANN [ Vol.9, Issue 37 - Winter Year 1397]
  • abolhasani ranjbar.ahmad Balance-Sheet Management in a Development Bank Based on Math Word Problems [ Vol.9, Issue 34 - Spring Year 1397]
  • Abounoori.Abbasali Determine the optimal portfolio of Bank Keshavarzi Iran using Goal programming [ Vol.9, Issue 35 - Summer Year 1397]
  • Ahmadi.S. Ali Reza The Bankruptcy prediction of Tehran Stock Exchange Using Firefly Algorithm (FA) [ Vol.9, Issue 37 - Winter Year 1397]
  • Ameri.Mohammad hosein Studying the stock price effect of bulk dealing of Tehran Stock Exchange companies and the occurrence front-running using the event study method [ Vol.9, Issue 35 - Summer Year 1397]
  • Amini.Peyman Explaining the model of earning management measurement using an intelligent hybrid method of neural networks and meta heuristic algorithms (Genetic and particle swarm optimization) [ Vol.9, Issue 36 - Autumn Year 1397]
  • arefmanesh.zohreh Corporates Manner and Comparing its Prediction Accuracy with Decision Tree and Bayes Models [ Vol.9, Issue 37 - Winter Year 1397]
  • asefi.sepehr Portfolio Optimization Using the Whale Algorithm with Expected Shortfall as the Measure of Risk [ Vol.9, Issue 37 - Winter Year 1397]
  • Ashuri.Farah Optimization of technical indicators’ parameters for intraday data using optics – inspired optimization (OIO): a case study of Tehran stock exchange [ Vol.9, Issue 35 - Summer Year 1397]

B

  • Bagheri.MohammadReza Portfolio Optimization Using the Whale Algorithm with Expected Shortfall as the Measure of Risk [ Vol.9, Issue 37 - Winter Year 1397]
  • Bajalan.Saeed Dynamic survey of the relationship between gold and crude oil’s price uncertainty with banks stock index -method of state space [ Vol.9, Issue 36 - Autumn Year 1397]
  • banimahd.bahman Design a Risk Allocation Model for Construction Projects (EPC) for investment asset in public sector. (Case study: Guilan water and sewage industry). [ Vol.9, Issue 37 - Winter Year 1397]
  • Bekhradi Nasab.Vahid A comparative study response rate of firms with business strategies and cost leadership firms with different business strategies to the announcement, using the equations of structural failure [ Vol.9, Issue 34 - Spring Year 1397]
  • biglari kami.mehdi Multiperiod portfolio selection with higher-order moment [ Vol.9, Issue 37 - Winter Year 1397]

C

  • CHaharrahi.Mostafa Dynamic survey of the relationship between gold and crude oil’s price uncertainty with banks stock index -method of state space [ Vol.9, Issue 36 - Autumn Year 1397]
  • Changi Ashtiani.Madihe Forecasting Volatility & Risk Management in Tehran Stock Exchange through Long memory impacts [ Vol.9, Issue 34 - Spring Year 1397]

D

  • Daneshvar.Amir Developing Meta-heuristic AntLion-Genetic and PBILDE Algorithms to Portfolio Optimization in Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • Dastoori.Mojtaba High frequency pair trading with using Fuzzy SPC [ Vol.9, Issue 37 - Winter Year 1397]
  • Davoodi.Sayyed Mohammad Reza Predicting the Direction of Stock Market Prices Using Random Forest [ Vol.9, Issue 35 - Summer Year 1397]
  • didehkhani.Hossein Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk [ Vol.9, Issue 35 - Summer Year 1397]
  • didehkhani.Hossein ntelligent System Design to Discovering the Pivot Price Using Candlestick Patterns and Gann Square Technique’s (Automotive Manufacturing) [ Vol.9, Issue 36 - Autumn Year 1397]
  • didehkhani.Hossein Solving the multiobjective portfolio rebalancing model with fuzzy parameters to develop the expected value by genetic algorithm [ Vol.9, Issue 37 - Winter Year 1397]

E

  • ebrahimi.mehrnoosh Investigating the Value at Risk of Gold Coin Future Market through Wavelet Analysis Approach [ Vol.9, Issue 37 - Winter Year 1397]

F

  • fadaei wahed.hanieh Juridical feasibility of weather derivatives using multi-stage ijtihad research method [ Vol.9, Issue 37 - Winter Year 1397]
  • fakhari.hossin Predict the risk of falling stock prices by using meta-innovative methods (Cumulative particle motion optimization algorithm) and comparison with logistic regression [ Vol.9, Issue 36 - Autumn Year 1397]
  • Fallah pour.Saeed Multiperiod portfolio selection with higher-order moment [ Vol.9, Issue 37 - Winter Year 1397]
  • fallah.mirfeiz A Portfolio Optimization Model for a Private Equity Investment Company under Data Insufficiency Condition with an Artificial Bee Colony Meta-heuristic Approach [ Vol.9, Issue 35 - Summer Year 1397]
  • fallah.mirfeiz Impact of Asymmetric information for Rising Magnet Effect on Price Limit at Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • fallah.sima Portfolio Optimization Using the Whale Algorithm with Expected Shortfall as the Measure of Risk [ Vol.9, Issue 37 - Winter Year 1397]
  • Farzad.Sarveh Predict the risk of falling stock prices by using meta-innovative methods (Cumulative particle motion optimization algorithm) and comparison with logistic regression [ Vol.9, Issue 36 - Autumn Year 1397]
  • fereidooni.zeynab Solving the multiobjective portfolio rebalancing model with fuzzy parameters to develop the expected value by genetic algorithm [ Vol.9, Issue 37 - Winter Year 1397]

G

  • Ganji.Hadi Travel Time derivative with Monte Carlo Method [ Vol.9, Issue 34 - Spring Year 1397]
  • Ghaderi.Eghbal Explaining the model of earning management measurement using an intelligent hybrid method of neural networks and meta heuristic algorithms (Genetic and particle swarm optimization) [ Vol.9, Issue 36 - Autumn Year 1397]
  • ghasemi.jamal Predict the risk of falling stock prices by using meta-innovative methods (Cumulative particle motion optimization algorithm) and comparison with logistic regression [ Vol.9, Issue 36 - Autumn Year 1397]
  • Ghavamipour.negar Credit Card Receivables Securitization [ Vol.9, Issue 34 - Spring Year 1397]
  • Ghods.Madjid Tehran Stock Exchange Overal Index Prediction using Combined Approach of Metaheuristic Algorithms, Artificial Intelligence and Parametric Mother Wavelet [ Vol.9, Issue 35 - Summer Year 1397]
  • gholamian.elham Predicting the Direction of Stock Market Prices Using Random Forest [ Vol.9, Issue 35 - Summer Year 1397]

H

  • Hadilu.Bahman Design a Risk Allocation Model for Construction Projects (EPC) for investment asset in public sector. (Case study: Guilan water and sewage industry). [ Vol.9, Issue 37 - Winter Year 1397]
  • HajiHashemi Vernosefaderani.Mansoureh The Effect of Overconfidence Managers on the Company's Risk Policies [ Vol.9, Issue 34 - Spring Year 1397]
  • Homayounfar.Mahdi Developing Meta-heuristic AntLion-Genetic and PBILDE Algorithms to Portfolio Optimization in Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • hosseinzadeh lotfi.farhad Balance-Sheet Management in a Development Bank Based on Math Word Problems [ Vol.9, Issue 34 - Spring Year 1397]

I

  • Imantalab.Hoda The Relationship of Free Float, Stock Returns, Liquidity and Corporate Value [ Vol.9, Issue 37 - Winter Year 1397]

J

  • Jafari.Gholamreza Applying Random Matrix Theory Approach for Making Portfolio Enable to Beat the Market [ Vol.9, Issue 34 - Spring Year 1397]
  • jala.parinaz Changing in the volatilities of Iran microstructure market by BARJAM [ Vol.9, Issue 36 - Autumn Year 1397]
  • Jalilian.Jamil A Portfolio Optimization Model for a Private Equity Investment Company under Data Insufficiency Condition with an Artificial Bee Colony Meta-heuristic Approach [ Vol.9, Issue 35 - Summer Year 1397]

K

  • Kamalian.Aminreza Misevaluation and Behavioral Biases in the Tehran stock exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • karami.sepideh Estimation of Return and Volatilities Spillover between Different Industries of Tehran Stocks’ Exchange [ Vol.9, Issue 35 - Summer Year 1397]
  • Kazemi Gavarti.Hossein Implied Equity Duration and Excess Stock Return: The Evidence from Tehran Stock Exchange [ Vol.9, Issue 35 - Summer Year 1397]
  • Keshtegar.AbdolAli Misevaluation and Behavioral Biases in the Tehran stock exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • khalili damghani.kaveh Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk [ Vol.9, Issue 35 - Summer Year 1397]
  • khamseh.Elaheh Financial assessment of private and public insurance companies using Collaborative Interoperability and Shannon Entropy [ Vol.9, Issue 36 - Autumn Year 1397]
  • khan mohammadi.Mohammad hamed Investigating the Value at Risk of Gold Coin Future Market through Wavelet Analysis Approach [ Vol.9, Issue 37 - Winter Year 1397]
  • Khani.Reza The relationship between different levels of management ownership, free floatation, stock return volatility and age of the company with stock prices synchronization [ Vol.9, Issue 37 - Winter Year 1397]
  • Kheradyar.Sina Design a Risk Allocation Model for Construction Projects (EPC) for investment asset in public sector. (Case study: Guilan water and sewage industry). [ Vol.9, Issue 37 - Winter Year 1397]
  • Korditamandani.Hamidreza The Probability of Informed Trading Criterion in measuring the information asymmetry risk and ranking of Tehran Stock Exchange companies [ Vol.9, Issue 37 - Winter Year 1397]

L

  • Latifi Benmaran.Massome The Effect of Corporate Strategies on the Market Response to Earnings Announcements of Listed Companies of Tehran Stock and Exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • Lotfi.Forough Hybrid PCA-ANFIS approach and Dove Swarm Optimization for predicting Financial Distress [ Vol.9, Issue 37 - Winter Year 1397]

M

  • maetoofi.alireza The Relationship between Earnings quality and Financial Stress: Evidence from Iran [ Vol.9, Issue 36 - Autumn Year 1397]
  • mirabbasi.yavar Study of portfolio optimization based on downside risk, upside potential and behavioral variables efficiency [ Vol.9, Issue 34 - Spring Year 1397]
  • Mirzaei Emamchay.mohammadali The Effect of Corporate Strategies on the Market Response to Earnings Announcements of Listed Companies of Tehran Stock and Exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • Mirzaei.hossein Determine the optimal portfolio of Bank Keshavarzi Iran using Goal programming [ Vol.9, Issue 35 - Summer Year 1397]
  • Moazzam.Ismail To Forecat the Recession and Prosperity in the Tehran Stock Exchange using Models of MS and NSGA-ANN [ Vol.9, Issue 37 - Winter Year 1397]
  • moghaddam.mohammad sajjad When Behavioral Portfolio Theory meets mean-variance frontier [ Vol.9, Issue 37 - Winter Year 1397]
  • mohamadi.majid The Bankruptcy prediction of Tehran Stock Exchange Using Firefly Algorithm (FA) [ Vol.9, Issue 37 - Winter Year 1397]
  • Mohammadi Alamuti.mahmood Modeling and Forecasting Evaluation of Different Models of Short-Term Memory, Long-Term Memory, Markov Switching and Hyperbolic GARCH in Forecasting OPEC Crude Oil Price Volatility [ Vol.9, Issue 34 - Spring Year 1397]
  • mohammadi.emran Portfolio Optimization Using Chance Constrained Compromise Programming [ Vol.9, Issue 35 - Summer Year 1397]
  • Mohammadi.Shapoor Interval Forcasting for Gold Price with hybrib model of ARIMA and Artificial Neural Network [ Vol.9, Issue 34 - Spring Year 1397]
  • Mohammadpourzarandi.Mohammadebrahim The role of privatization in Iranian economy on the deepening of the stock market (with an emphasis on the liquidity ratio) [ Vol.9, Issue 35 - Summer Year 1397]
  • mohseni.abdolreza Political connections and the cost of equity capital in listed firms on Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • mohseni.simin Comparing Three Methods of Linear, Goal and Fuzzy Programming in Optimal Combination of Resources and Consumption in Agriculture Bank [ Vol.9, Issue 37 - Winter Year 1397]
  • motamed.sara The relationship between different levels of management ownership, free floatation, stock return volatility and age of the company with stock prices synchronization [ Vol.9, Issue 37 - Winter Year 1397]

N

  • Nabavi Chashmi.Seyyed Ali Review and Compare the earnings patterns of Asian, European and American Stock Option in Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • nademi.younes Modeling and Forecasting Evaluation of Different Models of Short-Term Memory, Long-Term Memory, Markov Switching and Hyperbolic GARCH in Forecasting OPEC Crude Oil Price Volatility [ Vol.9, Issue 34 - Spring Year 1397]
  • Naderi.Payam Survey on the Effect of Remittances on Financial Development in Iran [ Vol.9, Issue 35 - Summer Year 1397]
  • naghavipour.maryam A Markov regime-switching model for crude-oil market fluctuations [ Vol.9, Issue 35 - Summer Year 1397]
  • Najafi.Hamed Providing a model for pricing oil parallel forward securities based on Black and Scholes option pricing model [ Vol.9, Issue 36 - Autumn Year 1397]
  • Namin.Mahnaz Ahadzadeh Financial assessment of private and public insurance companies using Collaborative Interoperability and Shannon Entropy [ Vol.9, Issue 36 - Autumn Year 1397]
  • Nematollahi.Nader A Numerical method for solving the problem of Pricing American Options under the CIR stochastic interest rate model [ Vol.9, Issue 35 - Summer Year 1397]
  • Nikjou.Ghasem Providing a model for pricing oil parallel forward securities based on Black and Scholes option pricing model [ Vol.9, Issue 36 - Autumn Year 1397]
  • nikoumaram.hashem Study of portfolio optimization based on downside risk, upside potential and behavioral variables efficiency [ Vol.9, Issue 34 - Spring Year 1397]
  • nouri.mojtaba Portfolio Optimization Using Chance Constrained Compromise Programming [ Vol.9, Issue 35 - Summer Year 1397]

P

  • Pirayesh Shirazinejad.H. Portfolio Formation Using Diagonal Quadratic Discriminant Analysis and Weighting Based on Posterior Probability [ Vol.9, Issue 34 - Spring Year 1397]
  • pourazad.Sepideh Financial assessment of private and public insurance companies using Collaborative Interoperability and Shannon Entropy [ Vol.9, Issue 36 - Autumn Year 1397]
  • Pourkiani.Masoud Investigating the Relationship between Types of Human Resources Risks with Technological Innovation in Pharmaceutical Knowledge Companies [ Vol.9, Issue 35 - Summer Year 1397]

R

  • Rahimi.Mohammadreza Interval Forcasting for Gold Price with hybrib model of ARIMA and Artificial Neural Network [ Vol.9, Issue 34 - Spring Year 1397]
  • Rahmani.Jafar Developing Meta-heuristic AntLion-Genetic and PBILDE Algorithms to Portfolio Optimization in Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • Rahmani.Morteza Analysis of Power exchange option value of dollar base on gold by using of time series [ Vol.9, Issue 34 - Spring Year 1397]
  • Rahnamay Roodposhti.Fereydoon Balance-Sheet Management in a Development Bank Based on Math Word Problems [ Vol.9, Issue 34 - Spring Year 1397]
  • Rahnamay Roodposhti.Fereydoon A Portfolio Optimization Model for a Private Equity Investment Company under Data Insufficiency Condition with an Artificial Bee Colony Meta-heuristic Approach [ Vol.9, Issue 35 - Summer Year 1397]
  • Rahnamay Roodposhti.Fereydoon Volatility clustering in financial markets based on the agent based model [ Vol.9, Issue 36 - Autumn Year 1397]
  • Rajabdorri.Hossein The relationship between different levels of management ownership, free floatation, stock return volatility and age of the company with stock prices synchronization [ Vol.9, Issue 37 - Winter Year 1397]
  • Rastegar.Mohammad Ali Estimation of Return and Volatilities Spillover between Different Industries of Tehran Stocks’ Exchange [ Vol.9, Issue 35 - Summer Year 1397]
  • rastgoo.nemat Designing and Explaining the Systematic Risk Estimation Model using metaheuristic Method in Tehran Stock Exchange: Adaptive Approach to the Model of Econometrics and Artificial Intelligence [ Vol.9, Issue 35 - Summer Year 1397]
  • Rostami.Mohammad Reza Multiperiod portfolio selection with higher-order moment [ Vol.9, Issue 37 - Winter Year 1397]
  • Rostami.Mohammad Reza A Markov regime-switching model for crude-oil market fluctuations [ Vol.9, Issue 35 - Summer Year 1397]

S

  • SABA.MINA Analyzing the CANSLIM model and Fama and Ferench model in selecting stocks in listed companies in the Tehran Stock Exchange [ Vol.9, Issue 37 - Winter Year 1397]
  • sadati.akram sadat Exploring Herding Behavior based on Weighted Cross-Sectional Variance (WCSV) in Tehran Stock Exchange [ Vol.9, Issue 35 - Summer Year 1397]
  • sadeh.ehsan A Portfolio Optimization Model for a Private Equity Investment Company under Data Insufficiency Condition with an Artificial Bee Colony Meta-heuristic Approach [ Vol.9, Issue 35 - Summer Year 1397]
  • saeedi.ali Study of portfolio optimization based on downside risk, upside potential and behavioral variables efficiency [ Vol.9, Issue 34 - Spring Year 1397]
  • saeidi.parviz Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk [ Vol.9, Issue 35 - Summer Year 1397]
  • safaei.maryam A Numerical method for solving the problem of Pricing American Options under the CIR stochastic interest rate model [ Vol.9, Issue 35 - Summer Year 1397]
  • Safavi Mobarhana.N.S. Applying Random Matrix Theory Approach for Making Portfolio Enable to Beat the Market [ Vol.9, Issue 34 - Spring Year 1397]
  • saleh abadi.ali Portfolio optimization in an upside potential and downside risk (UPM-LPM) framework [ Vol.9, Issue 36 - Autumn Year 1397]
  • Salmani.Kamran Providing a model for pricing oil parallel forward securities based on Black and Scholes option pricing model [ Vol.9, Issue 36 - Autumn Year 1397]
  • samadi.fatemeh The Effect of Corporate Strategies on the Market Response to Earnings Announcements of Listed Companies of Tehran Stock and Exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • sayar.mohsen Juridical feasibility of weather derivatives using multi-stage ijtihad research method [ Vol.9, Issue 37 - Winter Year 1397]
  • Sayar.Mohsen Portfolio optimization in an upside potential and downside risk (UPM-LPM) framework [ Vol.9, Issue 36 - Autumn Year 1397]
  • Shahvarani.Ahmad Balance-Sheet Management in a Development Bank Based on Math Word Problems [ Vol.9, Issue 34 - Spring Year 1397]
  • sharif moghadam.shafagh Forecasting the exchange rate of euro to dollar with the artificial neural network technique [ Vol.9, Issue 37 - Winter Year 1397]
  • Shiri Ghehi.Amir Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk [ Vol.9, Issue 35 - Summer Year 1397]
  • sina.karam Survey on the Effect of Remittances on Financial Development in Iran [ Vol.9, Issue 35 - Summer Year 1397]
  • Soroushyar.Afsaneh Implied Equity Duration and Excess Stock Return: The Evidence from Tehran Stock Exchange [ Vol.9, Issue 35 - Summer Year 1397]

T

  • Taiebysani.ehsan Forecasting Volatility & Risk Management in Tehran Stock Exchange through Long memory impacts [ Vol.9, Issue 34 - Spring Year 1397]
  • talebi.mohammad Juridical feasibility of weather derivatives using multi-stage ijtihad research method [ Vol.9, Issue 37 - Winter Year 1397]
  • Tavosi.Jamal Misevaluation and Behavioral Biases in the Tehran stock exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • tehrani.reza High frequency pair trading with using Fuzzy SPC [ Vol.9, Issue 37 - Winter Year 1397]
  • tehrani.reza Multiperiod portfolio selection with higher-order moment [ Vol.9, Issue 37 - Winter Year 1397]
  • tehrani.reza Tehran Stock Exchange Overal Index Prediction using Combined Approach of Metaheuristic Algorithms, Artificial Intelligence and Parametric Mother Wavelet [ Vol.9, Issue 35 - Summer Year 1397]
  • torkaman ahmadi.masoomeh The role of privatization in Iranian economy on the deepening of the stock market (with an emphasis on the liquidity ratio) [ Vol.9, Issue 35 - Summer Year 1397]