List of Articles ارزش فرین Open Access Article Abstract Page Full-Text 1 - Investigating different methods of estimating tail risk measures with generalized Pareto distribution in Tehran stock exchange Eisa Mahmoudi Najme Dehqani Hojjatollah Sadeqi Open Access Article Abstract Page Full-Text 2 - Providing a model for tail risk estimation using extreme Value mixture models (Parametric, semi-parametric and non-parametric) ali soori bahman esmaeili vahid nobakht 10.30495/jfksa.2021.19253 Open Access Article Abstract Page Full-Text 3 - Ranking of exchange-traded funds (ETF) And value at risk approach (EVT) based on value-generating theory (VaR) risk approach Gholamreza Zomorodian Maryam Sohrabi Open Access Article Abstract Page Full-Text 4 - Assessing the Efficiency of the Value-at-Risk Index (VAR) using Extreme Value Theory in comparison with traditional risk assessment methods Mehrdokht Mozaffari Hashem Nikoomaram Open Access Article Abstract Page Full-Text 5 - portfolio optimization based on modeling of dependence structure and extreme value theory mohamad safaei alireza saranj Mehdi Zolfaghari Open Access Article Abstract Page Full-Text 6 - Financial risk assessment based on Extreme Value Theory and instantaneous data of Tehran Stock Exchange Index Mehrdokht Mozaffari Hashem Nikoomaram Open Access Article Abstract Page Full-Text 7 - Estimation of Value at Risk by using Extreme Value Theory Rasoul Sajjad Shohreh Hedayati Sharareh Hedayati Open Access Article Abstract Page Full-Text 8 - Evaluating Extreme Dependence between Tehran security exchange and international Stock Markets Using multivariate Extreme Value Theory (MEVT) Shahram Babalooyan Hashem Nikoomaram Hamid Raza Vakilifard Fraydoon Rahnamay Roodposhty Open Access Article Abstract Page Full-Text 9 - مقایسه ارزش در معرض ریسک سهام تهران با بازارهای سهام بین المللی با استفاده از نظریه ارزش فرین شرطی شهرام بابا لویان هاشم نیکو مرام حمیدرضا وکیلی فرد فریدون رهنمای رود پشتی 20.1001.1.25383833.1399.14.52.3.3) Open Access Article Abstract Page Full-Text 10 - مقایسه کارایی مدل میانگین- واریانس و نظریه ارزش فرین در بهینه سازی سبد سرمایه گذاری در بورس اوراق بهادار تهران افسانه سینا میرفیض فلاح Open Access Article Abstract Page Full-Text 11 - 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 12 - The assessment of extreme value theory and Copula - Garch models in prediction of value at risk and the expected short fall in portfolio Investment Company in Tehran stock exchange. ali alizadeh Mirfeiz Fallah Open Access Article Abstract Page Full-Text 13 - 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 Open Access Article Abstract Page Full-Text 14 - Optimizing Portfolio through Extreme Value Theory in Tehran Stock Exchange Afsaneh Sina Mirfeiz Fallahshams Open Access Article Abstract Page Full-Text 15 - Estimation of Value at Risk with Extreme Value Theory approach and using Stochastic Differential Equation Amir Shafiee reza raei Hossein Abdoh Tabrizi saeed falahpor
