Summer and Autumn 2021, Volume 1- Number 2
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Corresponding Author : Samadi، Fatemeh ؛ Writer : Eslami Mofid Abadi، Hossein ؛
(13 page(s) - From 1 to 13 )
Keywords:Stock ReturnsOptimal portfolioPredictabilityVolatility TemporalDMA Model
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Corresponding Author : Vahdani، Marzieh ؛ Writer : Safdari، Ali ؛
(12 page(s) - From 15 to 26 )
Keywords:State-space modelingMortality forecastingLee-Carter approachKalman recursions
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Writer : Kanani Dizaji، Atefeh ؛ Zokaei، Mohammad ؛ Corresponding Author : Payandeh Najafabadi، Amir Teimour ؛
(16 page(s) - From 27 to 42 )
Keywords:ReclassificationPareto-optimal ContractNash solutionbootstrap method
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Writer : Atatalab، Fatemeh ؛ Corresponding Author : Payandeh Najafabadi، Amir Teimour ؛
(14 page(s) - From 43 to 56 )
Keywords:InsuranceEM algorithm Loss reserveZero-Inflated Gamma Mixture distribution
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Writer : Salavati، Erfan ؛ Corresponding Author : Mohseni، Nazanin ؛
(15 page(s) - From 57 to 71 )
Keywords:CRASHHeavy TailFactor CopulaSimulated Method of MomentNewton-Raphson MethodRobbins-Monroe Algorithm
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Corresponding Author : Teimoori Faal، Hossein ؛ Writer : Bagheri، Meyssam ؛
(20 page(s) - From 73 to 92 )
Keywords:Principle component analysisBankruptcySpectral graph embeddingFinancial risk assessmentAffinity matrix
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Writer : Tajdini، Saeid ؛ Hamooni، Amir ؛ Maghsoudi، MirJamal ؛ Lotfi Ghahroud، Majid ؛ Corresponding Author : jafari، farzad ؛
(18 page(s) - From 93 to 110 )
Keywords:Consumer Price Index (CPI)Purchasing Power Parity (PPP)GDP per-capitabalanced trade ratioBalanced Trade-Monetary Theory
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Corresponding Author : Mehrdoust، Farshid ؛ Writer : Noorani، Idin ؛ Khavari، Mahdi ؛
(19 page(s) - From 111 to 129 )
Keywords:ClassificationRegime-switching modelEstimation of ParameterExpectation-maximization algorithm
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Writer : Abolhasani Hastiany، Asghar ؛ Corresponding Author : Zamanpour، Alireza ؛
(32 page(s) - From 131 to 162 )
Keywords:riskGenetic Algorithmportfolio optimizationreturn volatilityNetwork centralization
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Writer : Khani، Mehrdokht ؛ Corresponding Author : Neisy، Abdolsadeh ؛
(17 page(s) - From 163 to 179 )
Keywords:Financial CrisisPrepaymentMortgage-backed security Reduced modeling Radial Basis Functions
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Writer : Ebrahimi، Morteza ؛ Bagherzadeh Valami، Hadi ؛ Karamali، Leila ؛
(13 page(s) - From 181 to 193 )
Keywords:riskEfficiencyPortfoliodata envelopment analysisMean-Variance
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Corresponding Author : Kaviani، Mehran ؛ Writer : Ghanbari، Ali Mohammad ؛ Peymany، Moslem ؛
(27 page(s) - From 194 to 220 )
Keywords:Tehran Stock ExchangeFinancial Ratiosregression modelsIran FaraBourse