Financial Research Journal - Articles List

Keywords = Value-at-risk

Multi-stage Stochastic Programming Asset/Liability Management Model with VaR Constraint at the Social Security Organization

Volume 23, Issue 1, 2021, Pages 64-86

10.22059/frj.2020.267357.1006874

Kiarash Mehrani; Asghar Gerami

Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory

Volume 19, Issue 2, 2017, Pages 193-216

10.22059/jfr.2017.218621.1006298

Seyed Babak Ebrahimi; Mojgan Aghaei; Negin Mohebbi

Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX)

Volume 18, Issue 3, March 2016, Pages 461-482

10.22059/jfr.2016.62451

Rasoul Sajjad; Roya Taherifar

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