List of Articles

• Open Access Article
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  1 - Evaluating the Performance of a Pairs Trading System in Tehran Stock Exchange: the Cointegration Approach and Sortino Ratio Analysis
  Saeid Fallahpour hasan hakimian
  20.1001.1.22519165.1396.8.30.1.7
• Open Access Article
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  2 - Negative relationship between credit risk and currency risk with returns of stock prices of banks in Iran(Aproach ARIMA-GARCH-M)
  Naer Seifollahi
  20.1001.1.22519165.1396.8.30.2.8
• Open Access Article
  • Abstract Page
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  3 - Hybrid meta-heuristic algorithm for multi-objective portfolio optimization by fuzzy programming
  Javad Behnamian Mohammad Moshrefi
  20.1001.1.22519165.1396.8.30.3.9
• Open Access Article
  • Abstract Page
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  4 - Measuring portfolio Value at Risk: The application of copula approach
  Esmaeil Pishbahar sahar abedi
  20.1001.1.22519165.1396.8.30.4.0
• Open Access Article
  • Abstract Page
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  5 - Analysis of incentives for issuers of securities in the Iranian capital market; Designing new securities approach
  hamed tajmir
  20.1001.1.22519165.1396.8.30.5.1
• Open Access Article
  • Abstract Page
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  6 - Investment portfolio optimization using value at risk under credibility theory with Z-numbers approach
  Amirsina Jirofti Amirabbas Najafi
  20.1001.1.22519165.1396.8.30.6.2
• Open Access Article
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  7 - An Assessment of Foreign Portfolio Investment in Hierarchical Model based on Topsis Algorithm
  Gholamreza Amini Khiabani Karim Hamdi
  20.1001.1.22519165.1396.8.30.7.3
• Open Access Article
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  8 - Statistical ranking of different VaR and ES models by using Model Confidence Set approach for the banking industry: With an emphasis on Conditional Extreme Value Theory
  Alireza Saranj marziyeh nourahmadi
  20.1001.1.22519165.1396.8.30.8.4
• Open Access Article
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  9 - Studying the Relationship between Default Risk and Corporate Governance Indicators (Using the Black-Scholes-Merton Option Pricing Model)
  Mir Feiz Fallah Shams Maysam Ahmadvand Hadi Khajezadeh Dezfuli
  20.1001.1.22519165.1396.8.30.9.5
• Open Access Article
  • Abstract Page
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  10 - Analysis of Most Important Variables Affecting TEPIX and Modeling Them with Artificial Neural Networks and Comparing Results with Technical Analysis and Elliott Waves
  Mohammad Kamravafar S. Zabihollah Hashemi
  20.1001.1.22519165.1396.8.30.10.6
• Open Access Article
  • Abstract Page
  • Full-Text
  
  11 - Investigating the Effect of Real Options Resulting from investment opportunities on Stock Return
  mostafa Heydari Haratemeh
  20.1001.1.22519165.1396.8.30.11.7
• Open Access Article
  • Abstract Page
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  12 - Investigating the Impact of Diversification Strategy in Assets and Loans on Bank Return
  Mousa Bozorg Asl Alireza Akbari Masule Mohammad Javad Mohaghegh Nia Mohammad Taghi Taqhavi Fard
  20.1001.1.22519165.1396.8.30.12.8