List of Articles کاپیولا

• Open Access Article
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  1 - Portfolio Optimization with CVaR under VG Process
  Mostafa Heidari Haratmeh
• Open Access Article
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  2 - Portfolio VaR Modelling using EVT-Pair-Copulas Approach
  Ali Souri Saeed Falahpor Ali Foroush Bastani Ehsan Ahmadi
• Open Access Article
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  3 - Investment Portfolio Optimization of Insurance Companies with Copulas and Extreme Value Approach
  arash goodarzi reza Tehrani Ali souri
• Open Access Article
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  4 - Dependence structure between Iranian financial system’s sub sectors: a vine copula approach
  Soheil Khalili Reza Tehrani
• Open Access Article
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  5 - مدلسازی ارتباط شاخص قیمت در بازارهای مالی و رابطه مبادله در اقتصاد ایران (الگوی پرش قیمتی مرتون و رویکرد توابع کاپیولای شرطی)
  سیدعبدالمجید جلایی اسفندآبادی نوراله صالحی آسفیجی الهام شیوایی
• Open Access Article
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  6 - Copula approach for modeling the structure of oil price dependence and Iranian stock market indices
  Mehdi Agabaigi Ali Etemadi Milad Slamian
• Open Access Article
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  7 - Long Memory usage in Portfolio Optimization using the Copula‌ Functions: Empirical evidence of Iran and Turkey Stock Markets
  Hasti Chitsazan Motahareh Moghadasi Reza Tehrani Mohsen Mehrara
• Open Access Article
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  8 - Measuring portfolio Value at Risk: The application of copula approach
  Esmaeil Pishbahar sahar abedi
• Open Access Article
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  9 - The investigate Irregular Behavioral Stock, Stock Expects and Stock Returns Using the Liponov and Kolmogorov Method and BDS in the Tehran Stock Exchange with an Emphasis on Copula Garch and Copula TGarch
  mohammadreza Navaeian Mohammadreza Vatanparast Hadi Saeidi Shaban Mohammadi