List of Articles تئوری ارزش فرین

• Open Access Article
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  1 - 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
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  2 - portfolio optimization based on modeling of dependence structure and extreme value theory
  mohamad safaei alireza saranj Mehdi Zolfaghari
• Open Access Article
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  3 - Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method
  Farhad Ghaffari sahar fathi
• Open Access Article
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  4 - 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
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  5 - 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