• 1.

  Investigating portfolio performance with higher moment considering entropy and rolling window in banking, insurance, and leasing industries

  Writer : Amini، Arash ؛ Nikoomaram، Hashem ؛ Corresponding Author : Khalili Araghi، Maryam ؛

  Journal:Advances in Mathematical Finance and Applications»Winter 2024, Volume 9 - Issue 1 Ranking الف (Ministry of Science/ISC (‎17 page(s) - From 67 to 83 )

  Keywords:Entropyperformance evaluationRolling WindowHigher momentsBanking and insurance

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• 2.

  Applying black- Scholes model to breakdown beta: growth options and the risk of beta miscalculation

  Writer : Babaei Falah، Amin ؛ Khalili Araghi، Maryam ؛ Nikoomaram، Hashem ؛

  Journal:Iranian Journal of Finance»Autumn 2019, Volume 3 - Number 4 Ranking ب (Ministry of Science (‎22 page(s) - From 1 to 22 )

  Keywords:EvaluationGrowth OpportunitiesbetaSystematic Risk

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