List of Articles Asset Pricing Open Access Article Abstract Page Full-Text 1 - Extraction of a Mathematical Capital Asset Pricing Model within the Framework of Mental Accounting Mohammadreza Ola Hashem Nikoomaram Azita Jahanshad Zahra Pourzamani Open Access Article Abstract Page Full-Text 2 - Asset Pricing Model On The Basis Of Liquidity Risk Factor M. Ali Khojasteh Reza Tehrani Open Access Article Abstract Page Full-Text 3 - Comparision Between R-Campand and Fama and French three- Factor Model in Predicting the Expected Return in Tehran Stock Exchange Z. Amirhosseini M. Khosraviani Open Access Article Abstract Page Full-Text 4 - Momentum, Origin of Specific Volatility Maryam Davalo Open Access Article Abstract Page Full-Text 5 - A study of APT and Adj-CAPM Models for Forecasting Expected Return Z. Amirhosseini S. Mohseni Behbahani Open Access Article Abstract Page Full-Text 6 - Evaluating stock returns using a combination of multi-factor pricing model for capital assets and the function of penalty in Tehran Stock Exchange market and its comparison with five factors Fama and French Model Aliakbar Farzinfar 10.30495/jfksa.2023.21899 Open Access Article Abstract Page Full-Text 7 - Investigating the effect of default risk on explanatory power of Fama-French five factor model (Evidence from Tehran Stock Exchange) Shokrollah Khajavi Alireza Pourgoudarzi Open Access Article Abstract Page Full-Text 8 - Review and Assessment of Capital Assets Pricing Models and Compare Them with the 5-Factor Model of Fama and French “Using Economic Variables Exchange; Rates, Inflation, Import and Liquidity” Mohammad Hossein Ranjbar Hossein Badiee Maysam Mohebi Open Access Article Abstract Page Full-Text 9 - Developing the Capital Asset Pricing Model Using the Noise Based Behavioral Model (N-CAPM) Mahdi Barasoud Gholamreza Zomorodian Fraydoon Rahnamaye roodposhti Open Access Article Abstract Page Full-Text 10 - A meta-analysis on the capital asset pricing model Saeed Fathi Farideh Tavakoli Iman Ostad Open Access Article Abstract Page Full-Text 11 - Testing the application of inflows (outflows) of mutual funds in the assessment and prioritization of asset pricing models Masoome Khermandar Hamid Reza Vakilifard Ghodrat Allah Talebnia Ramezan Ali Royaee Open Access Article Abstract Page Full-Text 12 - Idiosynchratic Volatilities and Future Stock Return based on Asset Pricing Model: an Attitude toward Risk Tolerance of Return Fatemeh Zamani Masoumeh Latifi Benmaran Roya Darabi Open Access Article Abstract Page Full-Text 13 - Explaining the Role of Investors' Sentiment in Capital Asset Pricing Ali Kiamehr Mohammad Hassan Janani Mahmoud Hemmatfar Open Access Article Abstract Page Full-Text 14 - Price modeling of Islamic treasury bills based on securitization Ehsan Zakernia Mohammad Hadi Habibollahi Open Access Article Abstract Page Full-Text 15 - Performance Evaluation of risk premium measurement models: q-theory asset pricing model against three factor model of fama and french Gholamreza kordestani Mozhde Ghasemi Open Access Article Abstract Page Full-Text 16 - Speculative bubble and stock return Vali Nadi Ghomi Nasim Seif Open Access Article Abstract Page Full-Text 17 - Conditioned Effect Pricing of Return Dispersion Maryam Davallou Elham Bahrevar Open Access Article Abstract Page Full-Text 18 - Ambiguity Theory and Asset Pricing: Empirical Evidence from Tehran Stock Exchange Zeynab Ramzi Radchobeh Javad Rezazadeh Hossein Kazemi 10.22034/amfa.2019.579558.1143 Open Access Article Abstract Page Full-Text 19 - The Integration of Multi-Factor Model of Capital Asset Pricing and Penalty Function for Stock Return Evaluation Aliakbar Farzinfar Hossein Jahangirnia Hasan Ghodrati Reza Jamkarani 10.22034/amfa.2019.584793.1180 Open Access Article Abstract Page Full-Text 20 - Higher moments portfolio Optimization with unequal weights based on Generalized Capital Asset pricing model with independent and identically asymmetric Power Distribution Bahman Esmaeili Ali Souri Sayyed Mojtaba Mirlohi 10.22034/amfa.2020.1909590.1484 Open Access Article Abstract Page Full-Text 21 - Provide an improved factor pricing model using neural networks and the gray wolf optimization algorithm Reza Tehrani Ali Souri Ardeshir Zohrabi Seyyed Jalal Sadeghi Sharif 10.22034/amfa.2022.1942547.1641 Open Access Article Abstract Page Full-Text 22 - Studying the Expected Returns Based on Carhart Model Com-pared to CAPM Model and Implicit Capital Cost Model Based on Cash and Capital Flow of Growth and Value stocks Akram Khani Farahani Majid Sheshmani Ali Mohades 10.22034/amfa.2017.536267 Open Access Article Abstract Page Full-Text 23 - The Effect of Capital Productivity Management on Capital Asset Pricing Models with a Focus on Life Cycle ali alimohammadpour ali zabihi khosro Faghani Makrani 10.30495/qjopm.2020.671975 Open Access Article Abstract Page Full-Text 24 - Real Business Cycles Model with Habits Formation: A Resolution of the Equity Premium Puzzle Seyed Fakhreddin Fakhrhoseini Open Access Article Abstract Page Full-Text 25 - Comparison and analysis of stock futures return response to non-systematic risk torque measurement models(comparative prediction with neural network roqaye talebi Open Access Article Abstract Page Full-Text 26 - A comparison between,CAPM,Fama and French,s models and artificial neural networks in predicting the Iranian stock Market S.M Jafari جواد Misaghi میثم Ahmadvand Open Access Article Abstract Page Full-Text 27 - Analysis of stock returns response to non-systematic risk torque measurement models with a simultaneous role of arbitrage constraints and limited investor رقیه طالبی مجید زنجیردار محمدرضا پورفخاران DOI: 10.30495/FAAR.1403.1073177 Open Access Article Abstract Page Full-Text 28 - Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail Ali Souri Saeid Fallahpour Bahman Esmaeili Open Access Article Abstract Page Full-Text 29 - Energy Portfolio Returns Explanation Using Fama & French Five-Factor Model Mohammad Yousefian Amiri Babak Shirazi Ali Tajdin Hossein Mohammadian Bisheh Open Access Article Abstract Page Full-Text 30 - Predicting stock returns at the company level: An application of linking asset pricing models and economic factors maryam bahmani MoahammadEbrahim Pourzarandi Mehrzad Minoei Open Access Article Abstract Page Full-Text 31 - Markov switching regime model in order to assess asset pricing and uncertainty in the stock market Maryam Eydizadeh Hasan Ghodrati Ghazaani Aliakbar Farzinfar Hossein Panahian Open Access Article Abstract Page Full-Text 32 - An Investigation on liquidity Risk in Tehran Security Exchange Market with non-trading days: Insights from liquidity-adjusted CAPM Pedram Samiee Tabrizi Ali Najafi moghadam Open Access Article Abstract Page Full-Text 33 - A Comparison between Fama and French five-factor model and artificial neural networks in predicting the stock price reza tehrani Milad Heyrani Samira Mansuri Open Access Article Abstract Page Full-Text 34 - Modeling The Dependency Of Stock Price Carsh With Approach On The Conditional Copula -Garch Function And Its Relationship With The Rational Stock Pricing Structure Vali Khodadadi Soheila Lashgarara Esmaeil Mazaheri Mohammad Ayati Mehr DOI: 10.30495/JDAA.1403.1079813 Open Access Article Abstract Page Full-Text 35 - Improving the performance of Fama - French models in predicting expected returns by offering new definitions of risk factors in the Tehran stock exchange Ali Mohammadnejadaghdam Alireza Fazlzadeh Vahid Ahmadian Sajad Naghdi 10.30495/afi.2023.1972376.1171 Open Access Article Abstract Page Full-Text 36 - The Use of Drawdown Beta in Decision-Making for Optimal Portfolio Formation by Managers on the Tehran Stock Exchange REZA HADDADZADEH ezatollah abbasian DOI: 10.30495/JDAA.1403.1183595
