Author Index

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 Volatility clustering in financial markets based on the agent based model [ Vol.9, Issue 36 - Autumn 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 Balance-Sheet Management in a Development Bank Based on Math Word Problems [ Vol.9, Issue 34 - Spring 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 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]
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]
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]