List of Articles ارزش در معرض خطر

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  1 - Investor Sentiment, Left tail Risk & Cross-sectional Stock Return
  Maryam Davalo Raha Behmanesh
• Open Access Article
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  2 - A Evaluation Power of Value at Risk (VaR) model and Fama & French 3-Factor Estimation model Selecting Optimazed Portfolio of Stock in Stocks Market of Tehran in Year 2001-2008
  دکتر قدرت اله طالب نیا فاطمه احمدی نظام آبادی
• Open Access Article
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  3 - Two-objective optimization of petrochemical portfolio with Strength Pareto Evolutionary Algorithm (SPEA2) by different approaches in portfolio selection
  Arezou Karimi Fatemeh Zakipour
  10.30495/jik.2024.23151
• Open Access Article
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  4 - Modeling the Liquidity Risk Spillover Between Banks Accepted in the Tehran Stock Exchange Market
  abas banisharif mir feyz fallahshams zad fathi
• Open Access Article
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  5 - The Revised Sharp Method Examination Based on Value at Risk for Evaluation of Tehran Stock Exchange Companies
  S. Reza Mirghaffari
• Open Access Article
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  6 - Portfolio Optimization of Listed Industries in Tehran Stock Exchange using Orthogonal GARCH
  sahar abedini esmaiel abounoori Gh. Reza Keshavarz Haddad
  10.30495/fed.2024.709335
• Open Access Article
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  7 - Introducing new risk measure Glue VaR and its estimation using composite quantile regression model
  Ali Aghamohammadi Mahdi Sojoudi Meysam Sojoudi mohammad Javad Tavoosi
• Open Access Article
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  8 - ارزیابی عملکرد پرتفوی در بورس اوراق بهادار تهران:
  فریدون رهنمای رودپشتی سیدرضا میرغفاری
• Open Access Article
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  9 - The evaluation of Systemic Risk in the Iran Banking System by Delta Conditional Value at Risk ( CoVaR) Criterion
  asadollah farzinvash naser elahi javad gilanipour Ghadir Mahdavi
• Open Access Article
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  10 - Examining the efficiency of optimization models of multi objective genetic algorithm and particle swarm algorithm under the risk criteria of conditional value at risk and mean smai variance in determining the optimal stock portfolio
  Dariush Adinehvand Ebrahim Ali Razini Rahmani Mahmoud Khoddam Fereydoun Ohadi Elham Sadat Hashemizadeh
  10.30495/afi.2023.1988982.1233
• Open Access Article
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  11 - A Comparison of Optimal Cryptocurrency Portfolios Performance Based on Downside Risk Measures: An Analysis of Quantile-Based Risk Measures
  Mostafa Shabani Hossein Ghanbari emran mohammadi Seyed Ali Mousavi Loleti
  10.71848/jcma.2024.1104452