Financial Research Journal - Articles List

Keywords = Expected shortfall

Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange

Volume 22, Issue 1, 2020, Pages 27-43

10.22059/frj.2018.142184.1006131

Saeed Fallahpour; Hamed Tabasi

The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns

Volume 21, Issue 4, 2019, Pages 593-611

10.22059/frj.2019.282102.1006873

Mahshid Shahrzadi; Dariush Foroghi; Hadi Amiri

Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange

Volume 20, Issue 4, 2018, Pages 409-426

10.22059/frj.2019.244004.1006538

Reza Tehrani; Sima Fallah Tafti; Sepehr Asefi

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

Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange

Volume 18, Issue 3, March 2016, Pages 437-460

10.22059/jfr.2016.62450

Alireza Saranj; Marziyeh Nourahmadii

Financial Research Journal

Journal Archive

Volume 25 (2023)

Volume 24 (2022)

Volume 23 (2021)

Volume 22 (2020)

Volume 21 (2019)

Volume 20 (2018)

Volume 19 (2017)

Volume 18 (2016)

Volume 17 (2015)

Volume 16 (2014)

Volume 15 (2013)

Volume 14 (2012-2013)

Volume 13 (2012)

Volume 12 (2010)

Volume 11 (2010)

Volume 10 (2009)

Volume 9 (2008)

Volume 8 (2008)

Volume 7 (2006)

Volume 6 (2004)

Volume 5 (2003)

Volume 4 (1999)

Volume 3 (1996)

Volume 2 (1995)

Volume 1 (1994)