List of Articles

• Open Access Article
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  1 - VaR modeling and back testing of short and long positions according to in Sample and out of Sample: application of family models Fractionally Integrated GARCH
  Mansour Kashi S. Hassan Hosseyni A. Sadat niyazkhani S. Amin Abdollahi
  20.1001.1.22519165.1395.7.29.1.8
• Open Access Article
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  2 - Comparison Models of Brownian motion and Fractional Brownian Motion and GARCH in Volatility Estimation of Stock Return
  S. Ali Nabavi Chashmi Mariyya Mokhtarinejad
  20.1001.1.22519165.1395.7.29.2.9
• Open Access Article
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  3 - To Compare the Ranking of Brokerage Firms Based on Relationship Marketing and the Ranking Conducted by the Securities and Exchange Organization (SEO) (An integrated approach of RM and fuzzy MADM)
  Mostafa Ghazizadeh Saeed Safari Ebrahim Mohammadi Mehdi Samizadeh
  20.1001.1.22519165.1395.7.29.3.0
• Open Access Article
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  4 - Applying Multi objective Genetic Algorithms in Portfolio Optimization by Technical Indicators
  Hamidreza Mirzaei Ahmad Khodamipour Omid Pourheidari
  20.1001.1.22519165.1395.7.29.4.1
• Open Access Article
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  5 - The Effect of Exchange Rate Fluctuations on the Stock Return Risk of Mining, Automotive and Cement Index based on the Regime Transmission of Markov
  Mehdi Zolfagari Bahram Sahabi
  20.1001.1.22519165.1395.7.29.5.2
• Open Access Article
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  6 - Risk and Return Properties of Portfolios Based on Directional Forecasts
  Vahid Rooholelm
  20.1001.1.22519165.1395.7.29.6.3
• Open Access Article
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  7 - Evaluation of return in investment company with three Markov switching model ,symmetric and asymmetric
  Fatemeh Samadi F. Rahnamay Roodposhti Hashem Nikoomaram
  20.1001.1.22519165.1395.7.29.7.4
• Open Access Article
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  8 - Examining the Effective Factors on Commercial Bank Profitability of Iran Using Panel ARDL Method
  Iraj Shariatzadeh Mehdi Shabanzadeh Gholamreza Zomorodian
  20.1001.1.22519165.1395.7.29.8.5
• Open Access Article
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  9 - Readiness assessment of Irankhodro industrial group to implement reverse logistics using fuzzy approach
  Abbas Fadaei Reza Radfar
  20.1001.1.22519165.1395.7.29.9.6
• Open Access Article
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  10 - Comparing Different Feature Selection Methods in Financial Distress Prediction of the Firms Listed in Tehran Stock Exchange
  Mohammad Namazi Mostafa Kazemnezhad M. Mahdi Nematollahi
  20.1001.1.22519165.1395.7.29.10.7