Financial Research Journal

Forecasting the Alpha of Equity Funds Using Supervised Machine Learning Algorithms

Articles in Press, Accepted Manuscript, Available Online from 30 May 2026

10.22059/frj.2026.407299.1007827

Reza Raei, Ali Khodarahmi

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Stock Market Entry Timing and Retail Investors' Disposition Effect

Volume 26, Issue 4, 2024, Pages 940-962

10.22059/frj.2024.378438.1007618

Reza Eyvazloo, Reza Raei, Farzad Rezaei

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Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach

Volume 25, Issue 1, 2023, Pages 1-25

10.22059/frj.2021.327426.1007220

Javad Serkanian, Reza Raei, Saeid Shirkavand, Ezatollah Abbasian

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Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming

Volume 24, Issue 2, 2022, Pages 184-213

10.22059/frj.2021.316147.1007118

Reza Raei, Ali Namaki, Moemen Ahmadi

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Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach

Volume 23, Issue 4, 2022, Pages 497-522

10.22059/frj.2020.286126.1006904

Shapour Mohammadi, Reza Raei, Farid Tondnevis

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Investigating the Efficiency of the 1/N Model in Portfolio Selection

Volume 23, Issue 1, 2021, Pages 1-16

10.22059/jfr.2018.245590.1006548

Reza Raei, Saeed Bajalan, Alireza Ajam

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Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity

Volume 22, Issue 2, 2020, Pages 149-159

10.22059/frj.2019.205531.1006186

Reza Raei, Hamed Basakha, Hossein Mahdikhah

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Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique

Volume 21, Issue 1, 2019, Pages 1-18

10.22059/frj.2018.124040.1005960

Reza Raei, Kazem Fayyaz Heydari, Hamed Basakha, Hadi Movaghari

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Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market

Volume 20, Issue 3, 2018, Pages 289-304

10.22059/frj.2018.113928.1005868

Saeid Fallahpour, Reza Raei, Eisa Norouzian

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A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange

Volume 19, Issue 4, 2017, Pages 505-520

10.22059/frj.2018.98551.1005730

Reza Raei, Mahdi Asima

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Modeling Insurance Claim Distribution via Mixture Distribution and Copula

Volume 19, Issue 1, 2017, Pages 23-40

10.22059/jfr.2015.52896

Saeed Bajalan, Reza Raei, Shapour Mohammadi

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Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory

Volume 18, Issue 1, Spring 2016, Pages 39-58

10.22059/jfr.2016.51043

Saeed Bajalan, Reza Raei, Shapour Mohammadi

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Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance

Volume 18, Issue 3, Winter 2016, Pages 415-436

10.22059/jfr.2016.51502

Reza Raei, Amir Hashemi

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Prediction of stock market crash using self-organizing maps

Volume 17, Issue 1, Spring 2015, Pages 159-178

10.22059/jfr.2015.52861

Arash Mohamad Alizadeh, Reza Raei, Shapour Mohammadi

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Jurisprudence, Legal and Supervision Study of Options Contracts in Iran's Financial Markets

Volume 13, Issue 32, March 2012, Pages 1-14

10.22059/jfr.2013.25017

Reza Raei, Sajad Saiah, Golam Reza Mesbahi Moghadam

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Portfolio optimization using particle swarm optimization method

Volume 12, Issue 29, August 2010

Reza Raei, Hedayat Alibeiki

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