Number of Articles: 46
First Pages

Volume 1, Issue 1, September 2016, Pages 1-4

First Pages

Volume 1, Issue 2, December 2016

First Pages

Volume 2, Issue 1, March 2017

First Pages

Volume 2, Issue 2, June 2017

First Pages

Volume 2, Issue 3, September 2017

Systemic Risk in TSE Banking Sector

Volume 1, Issue 1, September 2016, Pages 1-19

Mohammad Ali Rastegar; Nasrin Karimi

Intraday Value at Risk Estimation with EVT-COPULA Approach

Volume 1, Issue 2, December 2016, Pages 129-144

Ahmad Pouyanfar; Seyyed Hamid Mousavi

American Option Pricing under Markov-Modulated Pure Jump Processes

Volume 2, Issue 2, June 2017, Pages 133-157

Ali Foroush Bastani; Khosrou safie

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

Volume 2, Issue 3, September 2017, Pages 278-296

Ahmad Pouyanfar; ali damerloo abhari

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

Volume 1, Issue 1, September 2016, Pages 20-36

seyed farhang hoseini; seyedeh fatemeh mostafavi

Impacts of Credit Risk and Liquidity Risk on Performance of Banks

Volume 2, Issue 1, March 2017, Pages 22-41

Mehdi Ferdosi; Mohamad Hasan Fotros

Valuation Ratios and Stock Return Predictability; Evidence from TSE

Volume 1, Issue 2, December 2016, Pages 145-165

Seyed Mahdi Barakchian; Leila Nasiri; Ali ebrahimnejad

The Impact of Off-balance-sheet Activities on the Risk of Banks Listed in TSE

Volume 2, Issue 2, June 2017, Pages 158-178

mohammad nadiri; maryam behzadi; marziyeh nourahmadi

Determinants of Non-Performing Loans among Iranian Banks

Volume 1, Issue 1, September 2016, Pages 37-57

Reza Eyvazlo Eyvazlo; MohammadReza Aghamohammad Semsar; Mehdi Rameshg

Deployment of Risk Culture In Financial Institutions

Volume 2, Issue 1, March 2017, Pages 42-59

aryan gholipour; mohammad abooyee Ardakan; Hassan Ghalibaf Asl; asghar asadi

A Kernel Regression Method for Technical Pattern Recognition

Volume 1, Issue 2, December 2016, Pages 166-184

Mohammad Mahdi Mousavi; hamidreza pourebrahim

CAPM Anomalies Analysis in Respect of Hierarchical Bayesian Approach

Volume 2, Issue 2, June 2017, Pages 179-196

seyed jalal tabatabaei

Profitability of Maskan Bank Credit Cards: Markov Decision Process

Volume 1, Issue 1, September 2016, Pages 58-75

Reza Habibi; hasan kouhi; mohammad shamani

The Impact of Intellectual Capital on the Financial Performance of Banks in Iran

Volume 2, Issue 1, March 2017, Pages 60-79

mahmood mahmoodzadeh; Farshid Efati Baran

Predicting the Stock Price Crash Using Bacterial Foraging Algorithms and Bayes Algorithms

Volume 1, Issue 2, December 2016, Pages 185-205

Roya Darabi; Seyed Javad Habibzadeh Baygi

House Prices and Lending Performance of Banks

Volume 2, Issue 2, June 2017, Pages 197-224

saeed rahimian; mahrokh alimirzaei soloosh

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

Volume 2, Issue 3, September 2017, Pages 340-361

mohammad ali Rastegar; mohammad okeinezhad

Journal of Risk modeling and Financial Engineering

Journal Archive