List of Articles Risk Measure

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  1 - Estimation of tail Risk measures in Tehran Stock Exchange Using Generalized Multi-Dimensional Autoregressive Ranking Approach (DMS-GAS)
  Seyed Ali Mousavi Sarhadi Hosein Izadi mojghan safa Mohammadreza pour Fakharan
• Open Access Article
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  2 - Estimating Conditional VaR Using Symmetric and Non-Symmetric Autoregressive Models in Old and Oil Markets
  Saeid Fallahpour Fatemeh Rezvani Mohammadreza Rahimi
• Open Access Article
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  3 - A framework for measuring and predicting system risk with the conditional value at risk approach
  Ja'far Baba Jani M. Taghi Taghavi Fard Amin Ghazali
• Open Access Article
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  4 - Fuzzy portfolio selection under down risk measure by hybrid intelligent algorithm
  Hojat Ansari Adel Behzadi Mostafa Emamdoost
• Open Access Article
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  5 - Introducing new risk measure Glue VaR and its estimation using composite quantile regression model
  Ali Aghamohammadi Mahdi Sojoudi Meysam Sojoudi mohammad Javad Tavoosi
• Open Access Article
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  6 - An Empirical Comparison of Quantile-Based Risk Measures for Portfolio Construction under Practical Constraints
  Khalil Nozohouri Hossein Ghanbari emran mohammadi
  10.71720/joie.2025.1104450
• Open Access Article
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  7 - A Comparison of Optimal Cryptocurrency Portfolios Performance Based on Downside Risk Measures: An Analysis of Quantile-Based Risk Measures
  Mostafa Shabani Hossein Ghanbari emran mohammadi Seyed Ali Mousavi Loleti
  10.71848/jcma.2024.1104452
• Open Access Article
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  8 - Evaluation of Fixed Income Mutual Funds' Performance with Data Envelopment Analysis
  Saeid Mehrabian Ali Hadi Fatemeh Fattahi
  10.71932/ijm.2025.1184552