List of Articles عرض

• Open Access Article
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  1 - Assessment and Presentation of a Proper Paradigm to Identify, Measure, and Control Financial Risks in Financial and Credit Institutions (Case Study of Mellat Bank)
  M. Taghavi M. Khodaei Valahzaghard
• Open Access Article
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  2 - Estimating Portfolio Market Risk Based on Value at Risk (VaR)
  M. Khalili Araghi S. Hashemi
• Open Access Article
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  3 - Portfolio Optimization Based on Cross Efficiencies By Linear Model of Conditional Value at Risk Minimization
  K. Yakideh M.H . Gholizadeh M. Kazmi
• Open Access Article
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  4 - Three steps method for portfolio optimization by using Conditional Value at Risk measure
  S. Navidi sh. Banihashemi M. Sanei
• Open Access Article
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  5 - بررسی مفهوم مصرف کننده و عرضه کننده در حقوق ایران و اتحادیه اروپا
  احمد یوسفی صادقلو حسین پورحسنی
• Open Access Article
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  6 - The time of concluding a contract in department stores
  Soudeh Nategh Noori
• Open Access Article
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  7 - Investor Sentiment, Left tail Risk & Cross-sectional Stock Return
  Maryam Davalo Raha Behmanesh
• Open Access Article
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  8 - تبیین فرایند چهار گامی محاسبه ارزش در معرض خطر به عنوان معیاری برای اندازهگیری ریسک و پیادهسازی آن در یک مدل بهینه سازی سرمایهگذاری
  زینب سجادی سعید فتحی
• Open Access Article
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  9 - Survey on the Fisibility of Substitution Catastrophe Securitization and Current Reinsurance in Iranian Insurance Industry
  Kambiz Peykarjou hanieh davodi
• Open Access Article
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  10 - Estimating Conditional VaR Using Symmetric and Non-Symmetric Autoregressive Models in Old and Oil Markets
  Saeid Fallahpour Fatemeh Rezvani Mohammadreza Rahimi
• Open Access Article
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  11 - The Relationship of Under pricing with IPO Aftermarket liquidity in Tehran Stock Exchange
  حسن قالیباف اصل رحیم صادقی دمنه مهدیه کلانتری دهقی
• Open Access Article
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  12 - A framework for measuring and predicting system risk with the conditional value at risk approach
  Ja'far Baba Jani M. Taghi Taghavi Fard Amin Ghazali
• Open Access Article
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  13 - Estimating the Investment Risk in a Digital Currency Portfolio and Optimizing it Using Value at Risk
  Ahmad Aghamohammadi Fereydoon Ohadi Mohsen Seighaly Bahman Banimahd
• Open Access Article
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  14 - Fuzzy Mean-CVaR Portfolio Selection Based on Credibility Theory
  S. Babak Ebrahimi Amirsina Jirofti Matin Abdi
• Open Access Article
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  15 - Risk Measurement in Value at Risk (VaR): Application of Levy GARCH models (Study of Chemical industries in Tehran Stock Exchange)
  hossein amiri mahmood najafi nezhad mohammad sayadi
• Open Access Article
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  16 - Portfolio optimization with differential evolution and conditional value at risk approach
  Shahin Ramtinnia Romina Atrchi
• Open Access Article
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  17 - تعیین سبد بهینه سرمایه‌گذاری در صنایع مختلف بورس اوراق بهادار تهران با استفاده از رویکرد VAR-Multivariate GARCH و در نظرگیری ریسک نقدشوندگی
  سید احمد حسینی امینی امیر عباس نجفی
• Open Access Article
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  18 - Forecasting value-at-risk and expected shortfall using high frequency data modeling
  S. Babak Ebrahimi Negin Mohebbi
• Open Access Article
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  19 - The divergence of opinion and moderating effect of investor's attention and participation in IPO
  nafise taghizade mohsen hamidian Nowrouz Nourollahzadeh
• Open Access Article
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  20 - The impact of structural dependence on the efficient frontier of portfolio changes and comparison with traditional methods in Tehran Stock Exchange (Copula functions)
  Mehdi Salehi Samaneh Zamani Moghaddam
• Open Access Article
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  21 - Investigating different methods of estimating tail risk measures with generalized Pareto distribution in Tehran stock exchange
  Eisa Mahmoudi Najme Dehqani Hojjatollah Sadeqi
• Open Access Article
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  22 - Effective factors on abnormal return of IPO in Tehran stock exchange
  منصور گرکز حمیدرضا وکیلی فرد اکتای یمرعلی
• Open Access Article
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  23 - Deviation from normal distribution and its impact on the differential value at risk
  Hojatollah Sadeghi Samaneh Dehghan Menshadi
• Open Access Article
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  24 - Comparative Perspectives On Valuation and the Impact of the IPOs
  Maryam Davallou Seyed Amirmahdi Hashemi
• Open Access Article
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  25 - Risk Analysis & Financial Evaluation in Power Plant BOT
  Faramarz Nouri Parastoo Mohammadi Esmaeil Vassaf
• Open Access Article
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  26 - Studying the correlation structure of risk measures
  Mohammad Ali Rastegar Mohammad Ali Amzajerdi
• Open Access Article
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  27 - Using intelligent methods in Solving Constrained Portfolio in Tehran Stock Exchange
  Esmat Jamshidi Eyni Hamid Khaloozadeh
• Open Access Article
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  28 - Using intelligent methods in Solving Constrained Portfolio in Tehran Stock Exchange
  Esmat Jamshdi Eyni Hamid Khaloozadeh
• Open Access Article
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  29 - Identify factors affecting on under pricing of Initial Public Offering (IPO) shares of listed companies Tehran Stock Exchange
  Shirzad Naderi Jalal Espoukeh
• Open Access Article
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  30 - Comparing the Frechet Distribution and the Generalized Pareto Distribution in Estimating Value at Risk and Conditional Value at Risk in Tehran Stock Exchange
  Azadeh Meharani Ali Najafi moghadam Ali Baghani
• Open Access Article
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  31 - Evaluating The Simultaneous Role of Investor’s Sentiment and Brand Equity on Short-Term performance of the Initial public Offerings (Evidence from the Iran Capital Market)
  Nooshin Kafshi Abdolmajid Abdolbaghi
• Open Access Article
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  32 - Ranking of exchange-traded funds (ETF) And value at risk approach (EVT) based on value-generating theory (VaR) risk approach
  Gholamreza Zomorodian Maryam Sohrabi
• Open Access Article
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  33 - Comparative Analysis of Stock Portfolio Optimization in Fireworks and Genetic Algorithms Using Conditional Value at Risk
  Ali Asghar Shahriari saeed Daei-Karimzadeh Reza Behmanesh
  10.30495/jfksa.2021.19255
• Open Access Article
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  34 - The Impact of Oil Price Shocks on the Stock Returns of Tehran Stock Exchange (TSE)
  کیومرث شهبازی ابراهیم رضایی یاور صالحی
• Open Access Article
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  35 - Presenting of nonlinear hybrid model based on Extreme Value Theory for forecasting the Conditional Value at Risk (CVaR)
  Ehsan Mohammadian Amiri Ehan Atefi Seyed Babak Ebrahimi
• Open Access Article
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  36 - Assessing the Efficiency of the Value-at-Risk Index (VAR) using Extreme Value Theory in comparison with traditional risk assessment methods
  Mehrdokht Mozaffari Hashem Nikoomaram
• Open Access Article
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  37 - The Effect of Supply-Side Factors on diffusion of Management Accounting Innovations
  Mostafa Zolghadr Hamid Haghighat Gholamreza Kordestani
• Open Access Article
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  38 - 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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  39 - علم عنائی واجب الوجود در حکمت سینوی و نقدی بر آن
  ahmad Beheshty
• Open Access Article
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  40 - shaykh al- rais and the issue of substantail movwment
  احمد Beheshti
• Open Access Article
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  41 - Investigating Juristic Essentials of Copyright
  Mehdi Khodaee
• Open Access Article
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  42 - Avistotle, Ibn-Sina, and Spinoza on “Substance”: A Comparative Study
  مهدی اسعدی سید مرتضی طباطبایی
• Open Access Article
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  43 - Investigating the impacts of latitude on virtual water content of major crops in the eastern provinces of Iran
  Ali Arefinia Khaled Ahmadaali
• Open Access Article
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  44 - Using of Microbial Transglutaminase as a Substitute for Part of Skim Milk Powder in Spinach Yoghurt
  Vajiheh Fadaei Noghani Azam Mofidi Mahdi Zarei
• Open Access Article
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  45 - Evaluation of Starch, Amylose and Amylopectin Content of Three Iranian Wheat Cultivars (Alvand, light BakKeras, Sirvan) and Effect of Two Physical (Ultrasonic Waves) and Chemical (Epichlorohydrin) Corrective Treatments on Their Properties
  H. Ghasemi H. Abbasi M. Jahadi
• Open Access Article
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  46 - Assessment Bio Capacity and Ecological Footprint of Urban Ecosystems (Case study: Hamedan)
  Parisa Farhadi Alireza Eldermi Mirmihardad Migranir
  10.30495/jest.2021.35500.4243
• Open Access Article
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  47 - Risk assessment of textile industry on workers exposed to noise pollution (case study: Borujerd Textile Factory)
  Maryam Mohammadi Roozbahani Parvin Nassiri Ahmadreza Farzaneh Nejad
• Open Access Article
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  48 - 3
  سیدمحمدرضا موسوی حکمتی منوچهر راد بهار فیروزآبادی
• Open Access Article
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  49 - Investigation of Pollution Dispersion in Urban Canyons Using an Approach of wind Direction and Trees Position (Case study: Urban Texture in Isfahan)
  Seyyed Hossein Hosseini Pouya Bakhtiari Nazanin Nasrollahi
  10.22034/jest.2019.13966
• Open Access Article
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  50 - 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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  51 - Analysis of financial risk in the cryptocurrency market: Evidence from predicting value at risk
  Zahra Bozorgtabar Baei Reza Aghajan Nashtaei Mohammad Hasan Gholizadeh
• Open Access Article
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  52 - Portfolio optimization by using the Copula Approach and multivariate conditional value at risk in Tehran Stock Exchange
  Mirfeiz Fallahshams Amir Sadeghi
• Open Access Article
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  53 - Provide an innovative model of fluctuation of the daily trading volume of shares in Tehran Stock Exchange; Central Bank Financial and Monetary Policy
  Hashem Nikoomaram mohammadreza monjazeb Mahdi Bayatmanesh
• Open Access Article
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  54 - The Moderating Effects of Ownership Structure, Political Communication, and Board Independence on the Relationship between Divergence of Views and Attention of Investors to the Initial Public Offering (IPO) Market
  nafise taghizade mohsen hamidian Nowrouz Nourollahzadeh
• Open Access Article
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  55 - Evaluation of multivariate GARCH models in estimating the Values at Risk (VaR) of currency, stock and gold markets
  abdollah rajabi khanghah Hashem Nikoomaram Mehdi Taghavi Mirfeiz Fallah Shams
• Open Access Article
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  56 - Effect of asset-liability management on credit risk
  hadi farnian Fraydoon Rahnamay Roodposhti taghi torabi
• Open Access Article
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  57 - Model for Calculating the Deposit Guarantee Fund’s Special Membership Fee Based on Risk
  mehran aarabi ghasem aarabi ali saghafi jafar babajani
• Open Access Article
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  58 - Calculating Tail Value at Risk Using a EGARCH-Extreme Learning Machine Model And The long-term forecast approach in the insurance industry
  reza raei Azam Honardoust ezzatolah abbasian
• Open Access Article
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  59 - The Development of Forecasting Model for Coherent Risk in Exchange Companies: Accounting data Approach
  Hosein Aryaeinezhad Arash Naderian Hosein Didekhani Ali Khozain
• Open Access Article
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  60 - Performance Assessment of a Mutual Fund Using Fractional Modeling and the Concept of Value at Risk
  Mahmoudreza Khajehnasiri Hamidreza Vakilifard
• Open Access Article
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  61 - Relationship between risk and risk - aversion utility Based on Multi-Period prospect theory
  RAZIEH Ahmadi Adel Azar gholam reza zomorodianS
• Open Access Article
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  62 - 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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  63 - Optimal short-term prediction of initial supply yields using bat and random forest algorithms
  hosein rostamkhani behroz khodarahmi Azita Jahanshad
• Open Access Article
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  64 - Structural Equations Approach in Analyzing the Relationship Between Corporate Governance and Value at Risk with Emphasizing on the Role of Risk Management and Intellectual Capital
  mohammad zamani Yadollah Noorifard Ghodratollah Emamverdi mohsen hamidian Seyede Mahboobeh Jafari
• Open Access Article
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  65 - Investigating the effect of companies' political relations with the government and information asymmetry on short-term and long-term stock price volatility after initial public offering
  razieh marvi Afsaneh tavangar hamzekolaie Farzaneh heidarpoor ali rohy
• Open Access Article
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  66 - Portfolio VaR Modelling using EVT-Pair-Copulas Approach
  Ali Souri Saeed Falahpor Ali Foroush Bastani Ehsan Ahmadi
• Open Access Article
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  67 - Investment Portfolio Optimization of Insurance Companies with Copulas and Extreme Value Approach
  arash goodarzi reza Tehrani Ali souri
• Open Access Article
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  68 - Application of Copula and Simulated Returns in the Portfolio Optimization with Conditional Value-at-Risk (CVaR) in Tehran Stock Exchange (TSE)
  Esmaeil Lalegani Mostafa Zehtabian
• Open Access Article
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  69 - Investigating the relationship between personality phases of mutual fund managers and fund risk measures: considering the moderating effect of personality types
  Hosein Didehkhani Amir reza Mehralizadeh
• Open Access Article
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  70 - A study of structural factors on the output of unconventional Initial Public Offering in Tehran Stock Exchange
  Ali Najafi Moghadam
• Open Access Article
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  71 - Interest rate of the securities with fixed-income in Iran
  Taghi Torabi Peyman Tataei Samaneh Tarighi Abdollah Daryabor
• Open Access Article
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  72 - A New Approach to Evaluate the Performance of Value-at-risk Estimators, Using Genetic Algorithms
  Seyed Ali Nabavi Chashmi Hamze Pourbabagol Ahmad Dadashpoor Omrani
• Open Access Article
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  73 - An Investigation of methods to reduce transaction costs in Tehran Stock Exchange
  Romina Atrchi Shahin Ramtinnia
• Open Access Article
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  74 - Presentation of a model for the active optimization of stock portfolios using value at risk exposure; Application of Convergence Variance Difference Models Approach Based on Algorithm DE Approach
  Saeid Fallahpour Reza Raei M. Esmaeil Fadaeinejad Reza Monajati
• Open Access Article
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  75 - Algorithmic Trading System for future contract of gold coin based on intra-day data
  Mohammad Ali Rastegar Amin Sedaghatipour
• Open Access Article
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  76 - Dependence structure between Iranian financial system’s sub sectors: a vine copula approach
  Soheil Khalili Reza Tehrani
• Open Access Article
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  77 - Financial risk assessment based on Extreme Value Theory and instantaneous data of Tehran Stock Exchange Index
  Mehrdokht Mozaffari Hashem Nikoomaram
• Open Access Article
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  78 - Examining and Comparing Security of Investment in the Stock, Gold, Exchange and Housing Market of Iran using Value at Risk (VaR) Criteria
  Gholam Reza Zomorodian Mahdi Shabanzadeh. Valiollah . Faryadras
• Open Access Article
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  79 - Design and Explanation of a Model for the Registration and Listing of company's shares to achieve the development of Tehran Stock Exchange based on 1404 vision of Islamic Republic of IRAN
  Hamid Mirmoini Gholamhosein Asadi Mohammadreza Hamidizadeh Ahmad Roosta
• Open Access Article
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  80 - Selection of optimal portfolio by using improved Non-Dominated Sorting Genetic Algorithm and Evolutionary Algorithm Strength Pareto By taking risk on the basis of conditional value at risk
  Mojtaba Moradi Maryam Ghavidel
• Open Access Article
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  81 - The Effect of Portfolio Diversification on Value at Risk in Tehran Stock Exchange (TSE)
  Ali Rostami Narges Niknia
• Open Access Article
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  82 - A novel Meta-Heuristic method for solving an extended Markowitz Mean–Variance portfolio selection model
  Gholamreza Eslami Bidgoli Ehsan Tayebi Sani
• Open Access Article
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  83 - Rating parametric and nonparametric methods for estimating the expected shortfall and value at risk
  Mohammadreza Rostami Alireza Saranj Zoha Savari
• Open Access Article
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  84 - Estimation of Value at Risk by using Extreme Value Theory
  Rasoul Sajjad Shohreh Hedayati Sharareh Hedayati
• Open Access Article
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  85 - 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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  86 - Application of Extreme Value Theory in Value at Risk forecasting
  Hosein Falahtalab Mohammadreza Azizi
• Open Access Article
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  87 - Estimating Conditional Value at Risk (CVaR) with consideration the robust of the measure based on robust Cipra method
  Ehsan Mohammadian Amiri Ehsan Mohammadian Amiri Seyed Babak Ebrahimi
• Open Access Article
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  88 - The ranking of Exchange-Trade Funds (ETFs); Applying the parametric value at risk approach
  Gholamreza Zomorodian Fraydoon Rahnamay Roodposhti Maryam Borzabadi Farahani
• Open Access Article
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  89 - Investigation of capabilities of econometrist models in determination of value at risk in investment companies for determination of optimized portfolio in capital market of Iran
  Hashem Nikoomaram Gholamreza Zomorodian
• Open Access Article
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  90 - Comparing Between Multivariate Volatility Models in Estimation of Exchange Rate and Stock Index Relationship
  Hosein Abbasinejad Shapour Mohammadi Sajad Ebrahimi
• Open Access Article
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  91 - Multivariate GARCH models". Journal of business and economic statistic Value at Risk and Spillover effect estimate using MGARCH
  Mohammadreza Rostami Sahar Farahmand
• Open Access Article
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  92 - Expression and design a model to forecast the exchange rate shocks and stress testing of the currency in Iran
  Abdollah Rajabi Khanghah Hashem Nikomaram Mehdi Taghavi Fereydoon Rahnamay Roodposhti Mirfiyaz Fallah Shams
• Open Access Article
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  93 - تاثیر شاخص متا مالمکوئیست روی بهینه سازی سبد دارایی
  زهره طائب شکوفه بنی هاشمی
  10.30495/ijim.2022.61818.1532
• Open Access Article
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  94 - The Impact of the Corona Virus on the Global Oil and Gas Market and Its Future Prospects
  Ashkan Abdalisousan Mostafa Khalatbari shayesteh Ebrahimi zaker Nastaran Heidari Mohammad amin Tavana Mohammad reza Gharehdaghi
• Open Access Article
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  95 - Explaining Halal Tourism According to Quranic Verses
  Mirza Hassan Hosseini Sahar Khavari Moslem Soleimanpour
• Open Access Article
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  96 - An Analysis on Story Elements in Islamic Novel "The Eyes of Moses's Mother" by Oliya Al Ansari
  Javad Ranjbar Khatereh Ahmadi Amin Nazari
• Open Access Article
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  97 - تحلیل عوامل موثر در افزایش قیمت زمین در مناطق شهری (مطالعه موردی: شهر کاشان)
  علیرضا خواجه شاهکوهی شهرام مهدوی
• Open Access Article
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  98 - اتّحاد عاقل و معقول از منظر ابن سینا (ره) و ملاصدرا(ره)
  hadi vasei
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  99 - Guarantee for giving damages to honor and life from the point of view of Imamiyah jurisprudence and law
  Hamid Kaviani Fard Nasrin Karimi Masomeh Todeh Kharman
• Open Access Article
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  100 - Explaining the Philosophical Principle of " Each independent entity leads to an dependent " from the Viewpoint of the Quran
  Mohammad Hosein Irandoost
• Open Access Article
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  101 - The Basis and Solutions for Protecting the Fundamental Rights of Customers and Recipients of Services from the View Point of Islamic Jurisprudence
  zahra sarkeshekeyan Esmat al-Sadat Tabatabaei Lotfi Hormoz Asadi Kohbad
• Open Access Article
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  102 - بررسی رابطه تفاوت های معنایی نقش جنسی و طرحواره های جنسی در دختران مجرد با تجربه تعرض جنسی در کودکی
  نیلوفر افشار مجتبی صداقتی فرد
• Open Access Article
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  103 - The Effect of Moral Reasoning, Exposure to Ethics and Perceived Ethical Climate on Auditors' Ethical Judgment
  َAhmad Ahmadi Amin Rostami Saeedeh Heydarzadeh
  10.30486/fbra.2022.1960943.1130
• Open Access Article
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  104 - تأثیر آموزش مهارتهای اجتماعی بر سازگاری فردی ـ اجتماعی، پرخاشگری و ابراز وجود دانش‌آموزان دختر در معرض خطر
  فرح نادری غلامرضا پاشا فرزانه مکوندی
• Open Access Article
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  105 - From Ash'arites to Mowlavi about the Substance and Accident and Perpetual Creation
  Fateme Heydari
• Open Access Article
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  106 - کنترل مد لغزشی ترمینال جهت کنترل خطای موقعیت عرضی خودرو با رویکرد کاهش چترینگ
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  117 - -
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  200 - برآورد و ارزیابی ارزش در معرض ریسک در بازار فارکس
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  202 - امکان سنجی استفاده از مدل ارزش در معرض ریسک
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