First Pages

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

Pages 278-296

Ahmad Pouyanfar; ali damerloo abhari

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• PDF 1.17 M

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

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• PDF 1.03 M

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

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

Pages 340-361

mohammad ali Rastegar; mohammad okeinezhad

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• PDF 1.12 M

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

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

Pages 380-397

Mohammad Mahdi Mousavi; Shahireh Naderi; Khadijeh Hasanlou

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• PDF 1.07 M

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

Pages 398-425

Ali Raoofi; taymoor mohammadi

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• PDF 1.36 M

English Abstracts

• Editorial
• PDF 845.45 K