A
-
American Option Pricing
American Option Pricing under Markov-Modulated Pure Jump Processes [Volume 2, Issue 2, 2017, Pages 133-157]
-
ANFIS
An ANFIS System for High Frequency Trading using Intraday Seasonality Observation Model [Volume 2, Issue 1, 2017, Pages 80-97]
-
Anomalies
CAPM Anomalies Analysis in Respect of Hierarchical Bayesian Approach [Volume 2, Issue 2, 2017, Pages 179-196]
-
Asset Allocation
Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
-
Asymmetric Autoregressive Conditional Duration Model
Intraday Value at Risk Estimation Based on an Asymmetric Autoregressive Conditional Duration Approach [Volume 2, Issue 3, 2017, Pages 278-296]
B
-
Bank Lending Performance
House Prices and Lending Performance of Banks [Volume 2, Issue 2, 2017, Pages 197-224]
-
Bankruptcy prediction models
Financial Bankruptcy Risk Prediction Based on Accounting, Market and Hybrid Models by using RBF and MLP Neural Networks Technique in TSE [Volume 2, Issue 3, 2017, Pages 320-339]
-
Bankruptcy Risk
The Impact of Off-balance-sheet Activities on the Risk of Banks Listed in TSE [Volume 2, Issue 2, 2017, Pages 158-178]
-
Bank System
Impacts of Credit Risk and Liquidity Risk on Performance of Banks [Volume 2, Issue 1, 2017, Pages 22-41]
-
Bayesian Modeling
Bayesian Modeling Speculative Bubbles in Iran Stock Market [Volume 2, Issue 2, 2017, Pages 225-241]
-
Behavioral Finance
Studying Investors Behavior and Monthly Effect Using Time-space-frequency Analysis (Case Study: Tehran Stock Exchange) [Volume 2, Issue 2, 2017, Pages 242-262]
-
Black-Litterman
Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
C
-
Capital asset pricing
CAPM Anomalies Analysis in Respect of Hierarchical Bayesian Approach [Volume 2, Issue 2, 2017, Pages 179-196]
-
Credit risk
Impacts of Credit Risk and Liquidity Risk on Performance of Banks [Volume 2, Issue 1, 2017, Pages 22-41]
-
Credit risk
The Impact of Off-balance-sheet Activities on the Risk of Banks Listed in TSE [Volume 2, Issue 2, 2017, Pages 158-178]
-
Cross-Holding
Systemic Risk Measures in Financial Markets: Identifying the Systemically Important Companies in TSE [Volume 2, Issue 1, 2017, Pages 1-21]
E
-
Entropy
Optimization of Multi-Objective Portfolios Based on Mean, Variance, Entropy and Particle Swarm Algorithm [Volume 2, Issue 3, 2017, Pages 362-379]
F
-
Feedback trading
Funds Flow, Market Return and Retail Investors Risk [Volume 2, Issue 1, 2017, Pages 115-132]
-
Financial Bankruptcy
Financial Bankruptcy Risk Prediction Based on Accounting, Market and Hybrid Models by using RBF and MLP Neural Networks Technique in TSE [Volume 2, Issue 3, 2017, Pages 320-339]
-
Financial Institutions
Deployment of Risk Culture In Financial Institutions [Volume 2, Issue 1, 2017, Pages 42-59]
-
Financial Market
Bayesian Modeling Speculative Bubbles in Iran Stock Market [Volume 2, Issue 2, 2017, Pages 225-241]
-
Finite difference method
American Option Pricing under Markov-Modulated Pure Jump Processes [Volume 2, Issue 2, 2017, Pages 133-157]
-
Firm Life Cycle
Firm Life Cycle and Stock Price Crash and Jump Risk [Volume 2, Issue 1, 2017, Pages 98-114]
-
Fractional Integration
Empirical Study on the Existence of Long-term Memory in TSE Returns [Volume 2, Issue 3, 2017, Pages 398-425]
-
Fund flows
Funds Flow, Market Return and Retail Investors Risk [Volume 2, Issue 1, 2017, Pages 115-132]
G
-
GARCH-COPULA
The Impact of the Investment Horizon in Optimizing Portfolio using Wavelet and GARCH-COPULA [Volume 2, Issue 3, 2017, Pages 340-361]
H
-
High-Frequency Data
Intraday Value at Risk Estimation Based on an Asymmetric Autoregressive Conditional Duration Approach [Volume 2, Issue 3, 2017, Pages 278-296]
-
High-frequency trading (HFT)
An ANFIS System for High Frequency Trading using Intraday Seasonality Observation Model [Volume 2, Issue 1, 2017, Pages 80-97]
-
Housing Prices
House Prices and Lending Performance of Banks [Volume 2, Issue 2, 2017, Pages 197-224]
I
-
Interconnectedness
Systemic Risk Measures in Financial Markets: Identifying the Systemically Important Companies in TSE [Volume 2, Issue 1, 2017, Pages 1-21]
-
Intraday Value-At-Risk
Intraday Value at Risk Estimation Based on an Asymmetric Autoregressive Conditional Duration Approach [Volume 2, Issue 3, 2017, Pages 278-296]
L
-
Leverage Ratio
The Impact of Intellectual Capital on the Financial Performance of Banks in Iran [Volume 2, Issue 1, 2017, Pages 60-79]
-
Linear Capital Asset Pricing Model
Does Time-Varying Beta Improve Asset Pricing? Evidence from TSE [Volume 2, Issue 2, 2017, Pages 263-277]
-
Liquidity risk
Impacts of Credit Risk and Liquidity Risk on Performance of Banks [Volume 2, Issue 1, 2017, Pages 22-41]
-
Loan Behavior
House Prices and Lending Performance of Banks [Volume 2, Issue 2, 2017, Pages 197-224]
-
Long Memory
Empirical Study on the Existence of Long-term Memory in TSE Returns [Volume 2, Issue 3, 2017, Pages 398-425]
M
-
Market Anomaly
Studying Investors Behavior and Monthly Effect Using Time-space-frequency Analysis (Case Study: Tehran Stock Exchange) [Volume 2, Issue 2, 2017, Pages 242-262]
-
Market Tension
Studying Investors Behavior and Monthly Effect Using Time-space-frequency Analysis (Case Study: Tehran Stock Exchange) [Volume 2, Issue 2, 2017, Pages 242-262]
-
Monthly Effect
Studying Investors Behavior and Monthly Effect Using Time-space-frequency Analysis (Case Study: Tehran Stock Exchange) [Volume 2, Issue 2, 2017, Pages 242-262]
-
Multi-Objective Optimization
Optimization of Multi-Objective Portfolios Based on Mean, Variance, Entropy and Particle Swarm Algorithm [Volume 2, Issue 3, 2017, Pages 362-379]
-
Mutual Funds
Funds Flow, Market Return and Retail Investors Risk [Volume 2, Issue 1, 2017, Pages 115-132]
-
Mutual Funds
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]
N
-
Network Theory
Systemic Risk Measures in Financial Markets: Identifying the Systemically Important Companies in TSE [Volume 2, Issue 1, 2017, Pages 1-21]
-
Neural Networks
Financial Bankruptcy Risk Prediction Based on Accounting, Market and Hybrid Models by using RBF and MLP Neural Networks Technique in TSE [Volume 2, Issue 3, 2017, Pages 320-339]
-
Neuro-fuzzy network
An ANFIS System for High Frequency Trading using Intraday Seasonality Observation Model [Volume 2, Issue 1, 2017, Pages 80-97]
-
Nonlinear Capital Asset Pricing Model
Does Time-Varying Beta Improve Asset Pricing? Evidence from TSE [Volume 2, Issue 2, 2017, Pages 263-277]
-
Nonperforming Loan
House Prices and Lending Performance of Banks [Volume 2, Issue 2, 2017, Pages 197-224]
O
-
Off-balance Sheet Activities
The Impact of Off-balance-sheet Activities on the Risk of Banks Listed in TSE [Volume 2, Issue 2, 2017, Pages 158-178]
-
Organizational Culture
Deployment of Risk Culture In Financial Institutions [Volume 2, Issue 1, 2017, Pages 42-59]
P
-
Particle Swarm Method
Optimization of Multi-Objective Portfolios Based on Mean, Variance, Entropy and Particle Swarm Algorithm [Volume 2, Issue 3, 2017, Pages 362-379]
-
Price pressure
Funds Flow, Market Return and Retail Investors Risk [Volume 2, Issue 1, 2017, Pages 115-132]
-
Profitability
Impacts of Credit Risk and Liquidity Risk on Performance of Banks [Volume 2, Issue 1, 2017, Pages 22-41]
-
Pure Jump Process
American Option Pricing under Markov-Modulated Pure Jump Processes [Volume 2, Issue 2, 2017, Pages 133-157]
R
-
Regime Switching
Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
-
Regime Switching Process
American Option Pricing under Markov-Modulated Pure Jump Processes [Volume 2, Issue 2, 2017, Pages 133-157]
-
Return on Assets
The Impact of Intellectual Capital on the Financial Performance of Banks in Iran [Volume 2, Issue 1, 2017, Pages 60-79]
-
Risk Culture
Deployment of Risk Culture In Financial Institutions [Volume 2, Issue 1, 2017, Pages 42-59]
-
Risk Management
Deployment of Risk Culture In Financial Institutions [Volume 2, Issue 1, 2017, Pages 42-59]
S
-
Security Selection
Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
-
Speculative Bubble
Bayesian Modeling Speculative Bubbles in Iran Stock Market [Volume 2, Issue 2, 2017, Pages 225-241]
-
Spillover Effect
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]
-
Stock Exchange
Empirical Study on the Existence of Long-term Memory in TSE Returns [Volume 2, Issue 3, 2017, Pages 398-425]
-
Stock market return
Funds Flow, Market Return and Retail Investors Risk [Volume 2, Issue 1, 2017, Pages 115-132]
-
Stock Price Crash Risk
Firm Life Cycle and Stock Price Crash and Jump Risk [Volume 2, Issue 1, 2017, Pages 98-114]
-
Stock Price Jump Risk
Firm Life Cycle and Stock Price Crash and Jump Risk [Volume 2, Issue 1, 2017, Pages 98-114]
T
-
The hierarchical Bayesian
CAPM Anomalies Analysis in Respect of Hierarchical Bayesian Approach [Volume 2, Issue 2, 2017, Pages 179-196]
-
Threshold regression
Does Time-Varying Beta Improve Asset Pricing? Evidence from TSE [Volume 2, Issue 2, 2017, Pages 263-277]
-
Time-space-frequency Analysis
Studying Investors Behavior and Monthly Effect Using Time-space-frequency Analysis (Case Study: Tehran Stock Exchange) [Volume 2, Issue 2, 2017, Pages 242-262]
-
Time-Varying Beta
Does Time-Varying Beta Improve Asset Pricing? Evidence from TSE [Volume 2, Issue 2, 2017, Pages 263-277]
-
Total Risk
The Impact of Off-balance-sheet Activities on the Risk of Banks Listed in TSE [Volume 2, Issue 2, 2017, Pages 158-178]
V
-
Value Added
The Impact of Intellectual Capital on the Financial Performance of Banks in Iran [Volume 2, Issue 1, 2017, Pages 60-79]
-
Vector Autoregression (VAR)
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]
-
Volatility Model
An ANFIS System for High Frequency Trading using Intraday Seasonality Observation Model [Volume 2, Issue 1, 2017, Pages 80-97]
W
-
Wavelet
The Impact of the Investment Horizon in Optimizing Portfolio using Wavelet and GARCH-COPULA [Volume 2, Issue 3, 2017, Pages 340-361]
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