Robust Portfolio Optimization using Contamination Technique

Volume 1, Issue 1, September 2016, Pages 76-96

Khadijeh Hassanlou

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An ANFIS System for High Frequency Trading using Intraday Seasonality Observation Model

Volume 2, Issue 1, March 2017, Pages 80-97

Ali Saleh Abadi; sajjad Farazmand

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• PDF 1.03 M

Limited Investor Attention and Anchoring Bias: A Prediction of Market Collective Behavior

Volume 1, Issue 2, December 2016, Pages 206-224

Arash Ghorbani; Mahdi Salehi; Mohammad Reza Abbaszadeh

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Bayesian Modeling Speculative Bubbles in Iran Stock Market

Volume 2, Issue 2, June 2017, Pages 225-241

Reza Habibi; mohammad reza salehi rad; mohammad zare pour

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

Volume 2, Issue 3, September 2017, Pages 362-379

Reza Raei; saeed bajalan; mostafa habibi; ali nikahd

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Liquidity in Iranian Stock Market, Predicting Market Depth Using Intraday Data

Volume 1, Issue 1, September 2016, Pages 97-113

Saeed Rahimian

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Firm Life Cycle and Stock Price Crash and Jump Risk

Volume 2, Issue 1, March 2017, Pages 98-114

YounesYunes Badavar Nahandi; Ghader Dadashzadeh

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Effect of Weekdays on Return of Dollar Transactions in Iran

Volume 1, Issue 2, December 2016, Pages 225-243

seyed hossein hosseini; ehsan jafari bagherabadi

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Studying Investors Behavior and Monthly Effect Using Time-space-frequency Analysis (Case Study: Tehran Stock Exchange)

Volume 2, Issue 2, June 2017, Pages 242-262

Saman Mohammadi; Mosen Dastgir; Mehrdad Ghanbari

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

Volume 2, Issue 3, September 2017, Pages 380-397

Mohammad Mahdi Mousavi; Shahireh Naderi; Khadijeh Hasanlou

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

Volume 1, Issue 1, September 2016, Pages 114-128

Mehdi Asima; Amir Ali abbaszadeh asl

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Funds Flow, Market Return and Retail Investors Risk

Volume 2, Issue 1, March 2017, Pages 115-132

Mohammad Osoolian; Moien Nikusokhan

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A New Model for Risk Management in Investment Projects Selection by Fuzzy FMEA and ANP

Volume 1, Issue 2, December 2016, Pages 244-263

Mojtaba Salehi; Zahra Hoseinpour

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Does Time-Varying Beta Improve Asset Pricing? Evidence from TSE

Volume 2, Issue 2, June 2017, Pages 263-277

mahdi asima; amir ali abbaszade asl

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

Volume 2, Issue 3, September 2017, Pages 398-425

Ali Raoofi; taymoor mohammadi

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English Abstracts

Volume 1, Issue 1, September 2016, Pages 1-9

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English Abstracts

Volume 1, Issue 2, December 2016

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English Abstracts

Volume 2, Issue 1, March 2017

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English Abstracts

Volume 2, Issue 2, June 2017

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English Abstracts

Volume 2, Issue 3, September 2017

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Return and Volatilities Spillover between Different Industries of Tehran Stocks’ Exchange

Articles in Press, Accepted Manuscript, Available Online from 12 June 2017

sepideh karami; Mohammadali Rastegar

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