E
- Eskandari.Hamid Risk hedging by use of Hybrid future contracts index (Case: Iran financial market) [ Vol.7, Issue 28 - Autumn Year 1395]
F
- Faghani Makrani.Khosro Forecast earnings management based on adjusted Jones model using Artificial Neural Networks and Genetic Algorithms [ Vol.7, Issue 28 - Autumn Year 1395]
- Fathi.Saeed Profitability of Technical Analysis: Combining Oscillators With Moving Average Rules [ Vol.7, Issue 28 - Autumn Year 1395]
G
- Ghazizadeh.Mostafa To Compare the Ranking of Brokerage Firms Based on Relationship Marketing and the Ranking Conducted by the Securities and Exchange Organization (SEO) (An integrated approach of RM and fuzzy MADM) [ Vol.7, Issue 29 - Winter Year 1395]
H
- Hezbi.Hashem Comparison of Explanatory Power of Carhart Four-Factor Model and Fama-French Five-Factor Model in Prediction of Expected Stock Returns [ Vol.7, Issue 28 - Autumn Year 1395]
- Homaeifar.Saghar The Application of Robust Optimization and Goal Programming in Multi Period Portfolio Selection Problem [ Vol.7, Issue 28 - Autumn Year 1395]
- Husseinzadeh Kashan.Ali Risk hedging by use of Hybrid future contracts index (Case: Iran financial market) [ Vol.7, Issue 28 - Autumn Year 1395]
M
- Maleki.Behrouz The Parameters Estimation of European Option pricing model under Underlying Asset with Stochastic Volatility by Loss Function Method [ Vol.7, Issue 28 - Autumn Year 1395]
N
- Nabavi Chashmi.Seyyed Ali Comparison Models of Brownian motion and Fractional Brownian Motion and GARCH in Volatility Estimation of Stock Return [ Vol.7, Issue 29 - Winter Year 1395]
P
- Parvizi.Nahid Profitability of Technical Analysis: Combining Oscillators With Moving Average Rules [ Vol.7, Issue 28 - Autumn Year 1395]
R
- Rahnamay Roodposhti.Fereydoon Evaluation of return in investment company with three Markov switching model ,symmetric and asymmetric [ Vol.7, Issue 29 - Winter Year 1395]
- Rahnamay Roodposhti.Fereydoon Design portfolio using a scenario planning approach using Assumption-based planning [ Vol.7, Issue 28 - Autumn Year 1395]
- Rezaeian.Roozbe The Parameters Estimation of European Option pricing model under Underlying Asset with Stochastic Volatility by Loss Function Method [ Vol.7, Issue 28 - Autumn Year 1395]
- Roghanian.Emad The Application of Robust Optimization and Goal Programming in Multi Period Portfolio Selection Problem [ Vol.7, Issue 28 - Autumn Year 1395]
- Rooholelm.Vahid Risk and Return Properties of Portfolios Based on Directional Forecasts [ Vol.7, Issue 29 - Winter Year 1395]
S
- Shabanzadeh.Mehdi Examining the Effective Factors on Commercial Bank Profitability of Iran Using Panel ARDL Method [ Vol.7, Issue 29 - Winter Year 1395]
- Shirinbayan.Neda Design portfolio using a scenario planning approach using Assumption-based planning [ Vol.7, Issue 28 - Autumn Year 1395]
T
- tadi.masood Prediction of Default Risk Using Structural Models at Tehran Stock Exchange [ Vol.7, Issue 28 - Autumn Year 1395]
Z
- Zolfaghari.Mehdi The Effect of Exchange Rate Fluctuations on the Stock Return Risk of Mining, Automotive and Cement Index based on the Regime Transmission of Markov [ Vol.7, Issue 29 - Winter Year 1395]
- Zomorodian.Gholamreza Examining the Effective Factors on Commercial Bank Profitability of Iran Using Panel ARDL Method [ Vol.7, Issue 29 - Winter Year 1395]
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