D
-
Dadashzadeh, Ghader
Firm Life Cycle and Stock Price Crash and Jump Risk [Volume 2, Issue 1, 2017, Pages 98-114]
-
Dastgir, Mosen
Studying Investors Behavior and Monthly Effect Using Time-space-frequency Analysis (Case Study: Tehran Stock Exchange) [Volume 2, Issue 2, 2017, Pages 242-262]
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Dastkhan, Hossein
Systemic Risk Measures in Financial Markets: Identifying the Systemically Important Companies in TSE [Volume 2, Issue 1, 2017, Pages 1-21]
E
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Efati Baran, Farshid
The Impact of Intellectual Capital on the Financial Performance of Banks in Iran [Volume 2, Issue 1, 2017, Pages 60-79]
F
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Falahpor, Saeed
Presenting a Model for Measuring Predictability Strength and the Relationship of Stock Index Return and Mutual Fund Flow [Volume 2, Issue 3, 2017, Pages 297-319]
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Farazmand, sajjad
An ANFIS System for High Frequency Trading using Intraday Seasonality Observation Model [Volume 2, Issue 1, 2017, Pages 80-97]
-
Ferdosi, Mehdi
Impacts of Credit Risk and Liquidity Risk on Performance of Banks [Volume 2, Issue 1, 2017, Pages 22-41]
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Foroush Bastani, Ali
American Option Pricing under Markov-Modulated Pure Jump Processes [Volume 2, Issue 2, 2017, Pages 133-157]
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Fotros, Mohamad Hasan
Impacts of Credit Risk and Liquidity Risk on Performance of Banks [Volume 2, Issue 1, 2017, Pages 22-41]
G
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Ghalibaf Asl, Hassan
Deployment of Risk Culture In Financial Institutions [Volume 2, Issue 1, 2017, Pages 42-59]
-
Ghanbari, Mehrdad
Studying Investors Behavior and Monthly Effect Using Time-space-frequency Analysis (Case Study: Tehran Stock Exchange) [Volume 2, Issue 2, 2017, Pages 242-262]
H
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Habibi, Reza
Bayesian Modeling Speculative Bubbles in Iran Stock Market [Volume 2, Issue 2, 2017, Pages 225-241]
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Hasanlou, Khadijeh
Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
M
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Mohammadi, Saman
Studying Investors Behavior and Monthly Effect Using Time-space-frequency Analysis (Case Study: Tehran Stock Exchange) [Volume 2, Issue 2, 2017, Pages 242-262]
-
Mousavi, Mohammad Mahdi
Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
N
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Naderi, Shahireh
Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
-
Nikusokhan, Moien
Funds Flow, Market Return and Retail Investors Risk [Volume 2, Issue 1, 2017, Pages 115-132]
O
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Osoolian, Mohammad
Funds Flow, Market Return and Retail Investors Risk [Volume 2, Issue 1, 2017, Pages 115-132]
P
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Pouyanfar, Ahmad
Intraday Value at Risk Estimation Based on an Asymmetric Autoregressive Conditional Duration Approach [Volume 2, Issue 3, 2017, Pages 278-296]
R
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Raei, Reza
Optimization of Multi-Objective Portfolios Based on Mean, Variance, Entropy and Particle Swarm Algorithm [Volume 2, Issue 3, 2017, Pages 362-379]
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Raoofi, Ali
Empirical Study on the Existence of Long-term Memory in TSE Returns [Volume 2, Issue 3, 2017, Pages 398-425]
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Rastegar, mohammad ali
The Impact of the Investment Horizon in Optimizing Portfolio using Wavelet and GARCH-COPULA [Volume 2, Issue 3, 2017, Pages 340-361]
S
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Saleh Abadi, Ali
An ANFIS System for High Frequency Trading using Intraday Seasonality Observation Model [Volume 2, Issue 1, 2017, Pages 80-97]
-
Shams Gharneh, Naser
Systemic Risk Measures in Financial Markets: Identifying the Systemically Important Companies in TSE [Volume 2, Issue 1, 2017, Pages 1-21]
T
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Taiebysani, Ehsan
Presenting a Model for Measuring Predictability Strength and the Relationship of Stock Index Return and Mutual Fund Flow [Volume 2, Issue 3, 2017, Pages 297-319]
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