List of Articles

• Open Access Article
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  1 - Portfolio optimization with Fraction of Expectation to Risk of future financial strength based on Eigen Vector of Pairwise Comparisons Matrix
  Keikhosro Yakideh Gholamreza Mahfoozi Mahshid Goodarzi
  20.1001.1.22519165.1396.8.32.1.1
• Open Access Article
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  2 - The Impact of Earning Quality on Excess Returns with Regard to Momentum
  Vahid Bekhradinasab Fatemeh Zholanezhad
  20.1001.1.22519165.1396.8.32.2.2
• Open Access Article
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  3 - Survey on fractional Black-scholes with hurst exponent on European option with transaction cost
  Morteza Rahmani Nahid Jafarian
  20.1001.1.22519165.1396.8.32.3.3
• Open Access Article
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  4 - Stock Portfolio optimization: Effectiveness of particle swarm optimization and Markowitz model
  Ali Bayat lida asadi
  20.1001.1.22519165.1396.8.32.4.4
• Open Access Article
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  5 - Spin Glasses, the way to Distributed Processing Case Study on Stock Market Portfolio Selection
  Majid Vafaei Jahan mohammadreza Akbarzadeh Tutunchi
  20.1001.1.22519165.1396.8.32.5.5
• Open Access Article
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  6 - Smart Buying and Selling System Design Based on a Model Consisting of a Support Vector Machine Algorithm and Theory of Trend Channel
  Shapoor Mohammadi Seyyed Ali Mousavi Sarhadi Mohammad Nooribakhsh
  20.1001.1.22519165.1396.8.32.6.6
• Open Access Article
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  7 - Presenting a Hybrid Model based on Fuzzy Prioritization Method and COPRAS for Portfolio Selection in Tehran Stock Exchange
  Mohammad Reza Fathi Omid Faraji Omran Karimi Joughi
  20.1001.1.22519165.1396.8.32.7.7
• Open Access Article
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  8 - Optimal Currency Portfolio of Foregin Exchange Reserves in the Central Bank of I. R. Iran (Post-Modern Portfolio Approach)
  Saeed Daei-Karimzadeh
  20.1001.1.22519165.1396.8.32.8.8
• Open Access Article
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  9 - Including Jump Components in Modeling and Forecasting Realized Volatility: Evidence from Tehran Stock Exchange
  Saeid Fallahpour Vahid Motaharinia
  20.1001.1.22519165.1396.8.32.9.9
• Open Access Article
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  10 - The effect of financial leverage on the Company's operating liquidity (within the model GOEL)
  kamran karimi Shadi Shahverdiani Afsaneh Naeemifar
  20.1001.1.22519165.1396.8.32.10.0
• Open Access Article
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  11 - Proposition of a model For Forecasting Value at Risk in One Step Ahead
  ehsan Mohammadian Amiri S. Babak Ebrahimi maryam Nezhad Afrasiabi
  20.1001.1.22519165.1396.8.32.11.1
• Open Access Article
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  12 - Futures Contracts Margin Setting by CVaR Approach Based on Extreme Value Theory
  mirFeyz Fallahshams ali Saghafi alireza naserpoor
  20.1001.1.22519165.1396.8.32.12.2
• Open Access Article
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  13 - Presenting a fuzzy multi objective model for portfolio selection based on value at risk, semi-skewness and fuzzy credibility theory
  Hosein Didehkhani Saeid Hojjatiastani
  20.1001.1.22519165.1396.8.32.13.3
• Open Access Article
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  14 - VAR and ES calculation based on the Extreme Value Theory (block maxima and GPD): Evidence from Tehran Stock Exchange (TSE)
  Mansour Kashi S. Hassan Hoseini mohammad Mousa Ghaliliou saeed Golkarian Arani
  20.1001.1.22519165.1396.8.32.14.4