Journal of Risk modeling and Financial Engineering

Journal Archive

Volume 2 (2017)

Issue 3

Issue 2

Issue 1

Volume 1 (2017)

Number of Volumes: 2

Number of Issues: 5

Number of Articles: 36

Number of Contributors: 73

Article View: 54,625

PDF Download: 33,230

View Per Article: 1517.36

PDF Download Per Article: 923.06

Number of Submissions: 229

Rejected Submissions: 128

Accepted Submissions: 36

Acceptance Rate: 16

Accept Date (Days): 84

Number of Indexing Databases: 1

Number of Reviewers: 25

Most Visited Articles

Impacts of Credit Risk and Liquidity Risk on Performance of Banks

Determinants of Non-Performing Loans among Iranian Banks

The Effects of Size and Revenue Diversification on Systemic Risk for Listed Banks in TSE

A Comparison between Performance of Linear and Nonlinear Capital Asset Pricing Models in TSE

Funds Flow, Market Return and Retail Investors Risk

First Pages

Intraday Value at Risk Estimation Based on an Asymmetric Autoregressive Conditional Duration Approach

Pages 278-296

Ahmad Pouyanfar; ali damerloo abhari

Presenting a Model for Measuring Predictability Strength and the Relationship of Stock Index Return and Mutual Fund Flow

Pages 297-319

Ehsan Taiebysani; Saeed Falahpor

Financial Bankruptcy Risk Prediction Based on Accounting, Market and Hybrid Models by using RBF and MLP Neural Networks Technique in TSE

Pages 320-339

alireza atefatdoost; maryam mahmoudi; najmeh ramooz

The Impact of the Investment Horizon in Optimizing Portfolio using Wavelet and GARCH-COPULA

Pages 340-361

mohammad ali Rastegar; mohammad okeinezhad

Optimization of Multi-Objective Portfolios Based on Mean, Variance, Entropy and Particle Swarm Algorithm

Pages 362-379

Reza Raei; saeed bajalan; mostafa habibi; ali nikahd

Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model

Pages 380-397

Mohammad Mahdi Mousavi; Shahireh Naderi; Khadijeh Hasanlou

Empirical Study on the Existence of Long-term Memory in TSE Returns

Pages 398-425

Ali Raoofi; taymoor mohammadi

English Abstracts

Publication Information

Director-in-Charge

Majid Ghasemi

Editor-in-Chief

Ahmad Pouyanfar

Manager

Khadije Hasanlo

Editorial Board

Sohaila Parvin Reza Raei Mohammad Jelodari Mameghani Mohsen Khoshtinat Hasan Galibaf Asl Shapoor Mohammadi Ahmad Pouyanfar Khadije Hasanlo

Frequency

Quarterly

Print ISSN

2538-5372

Online ISSN

2538-5364

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