List of Articles ارزش در معرض خطر شرطی Open Access Article Abstract Page Full-Text 1 - Portfolio Optimization Based on Cross Efficiencies By Linear Model of Conditional Value at Risk Minimization K. Yakideh M.H . Gholizadeh M. Kazmi Open Access Article Abstract Page Full-Text 2 - Three steps method for portfolio optimization by using Conditional Value at Risk measure S. Navidi sh. Banihashemi M. Sanei Open Access Article Abstract Page Full-Text 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 Abstract Page Full-Text 4 - The Development of Forecasting Model for Coherent Risk in Exchange Companies: Accounting data Approach Hosein Aryaeinezhad Arash Naderian Hosein Didekhani Ali Khozain Open Access Article Abstract Page Full-Text 5 - Algorithmic Trading System for future contract of gold coin based on intra-day data Mohammad Ali Rastegar Amin Sedaghatipour Open Access Article Abstract Page Full-Text 6 - Selection of optimal portfolio by using improved Non-Dominated Sorting Genetic Algorithm and Evolutionary Algorithm Strength Pareto By taking risk on the basis of conditional value at risk Mojtaba Moradi Maryam Ghavidel Open Access Article Abstract Page Full-Text 7 - Estimating Conditional Value at Risk (CVaR) with consideration the robust of the measure based on robust Cipra method Ehsan Mohammadian Amiri Ehsan Mohammadian Amiri Seyed Babak Ebrahimi Open Access Article Abstract Page Full-Text 8 - تاثیر شاخص متا مالمکوئیست روی بهینه سازی سبد دارایی زهره طائب شکوفه بنی هاشمی 10.30495/ijim.2022.61818.1532 Open Access Article Abstract Page Full-Text 9 - Analyzing and measuring the systemic risk between cryptocurrencies and real currencies using the value-at-risk and the marginal expected shortfall Zohre Rahimi Gholamreza Zomorodian Azita Jahanshad Mehdi Madanchizaj Open Access Article Abstract Page Full-Text 10 - Measuring and Analyzing Systemic Risk in Selected Index of the Tehran Stock Exchange and Examining the Factors Affecting it امیر حسین حاجیلو مقدم مهدی ذوالفقاری naeim shokri 10.30495/ECJ.1403.1062398 Open Access Article Abstract Page Full-Text 11 - Portfolio Optimization of Listed Industries in Tehran Stock Exchange using Orthogonal GARCH sahar abedini esmaiel abounoori Gh. Reza Keshavarz Haddad 10.30495/fed.2024.709335 Open Access Article Abstract Page Full-Text 12 - Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method Farhad Ghaffari sahar fathi Open Access Article Abstract Page Full-Text 13 - Stock Portfolio Optimization with MAD and CVaR Criteria by Comparing Classical and Metaheuristic Methods Mohammad reza Haddadi Younes Nademi Fateme Tafi Open Access Article Abstract Page Full-Text 14 - Optimization and active management of Portfolio Using Aunt Colony Algorithm Considering Uncertainty and Robust Programming; Case: Tehran Stock Exchange mohammad hosein ranjbari vahid seyed jalal sadeghi sharif reza eivazlu mohsen mehrara Open Access Article Abstract Page Full-Text 15 - The pervasive risk of the financial crisis in the Iranian banking system with the ARFIMA-FIGARCH-Delta CoVaR approach and the expected marginal Shortfall leila barati mirfeiz falahshams farhad ghafari Alireza Heidarzadehhanzaee Open Access Article Abstract Page Full-Text 16 - مدلسازی و ارائهی راهحل بهینه برای بهینهسازی امیرعباس نجفی سیامک موشخیان Open Access Article Abstract Page Full-Text 17 - Futures Contracts Margin Setting by CVaR Approach Based on Extreme Value Theory mirFeyz Fallahshams ali Saghafi alireza naserpoor Open Access Article Abstract Page Full-Text 18 - The evaluation of Systemic Risk in the Iran Banking System by Delta Conditional Value at Risk ( CoVaR) Criterion asadollah farzinvash naser elahi javad gilanipour Ghadir Mahdavi
