Autumn 2021, Volume 5 - Number 4 Ranking ب (Ministry of Science)
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Writer : Bazraei، Maryam ؛ Ghavidel، Salleh ؛ Mahmoudzadeh، Mahmoud ؛ Corresponding Author : Emamverdi، Ghodratollah ؛
(27 page(s) - From 25 to 51 )
Keywords:Exchange RateStock MarketDynamic Conditional CorrelationOptimal portfolio
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Writer : Namaki، Ali ؛ Corresponding Author : Haghgoo، Mehrdad ؛
(12 page(s) - From 52 to 63 )
Keywords:Price bubblesLPPLSConfidence multi-scale indicators modelFinancial Crash
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Writer : Abbasi، Shoeib ؛ Namazi، Navid Reza ؛ Corresponding Author : Nazemi، Amin ؛
(23 page(s) - From 64 to 86 )
Keywords:RatingBankMarket ReactionQuantitative AspectsQualitative Aspects
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Corresponding Author : Mirmohammadi، Sayed Mohammad Ebrahim ؛ Writer : Madanchi Zaj، Mehdi ؛ Panahian، Hossein ؛ Jabbary، Hossein ؛
(20 page(s) - From 87 to 106 )
Keywords:Particle swarm optimization algorithmSharpe RatioRisk parity portfolioRelative robustness
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Corresponding Author : Babaie، Sasan ؛
(21 page(s) - From 107 to 127 )
Keywords:VolatilityPersistencevalue relevancePredictabilityEarnings Components