Interior Point Algorithm in Multi-objective Portfolio Optimization: GlueVaR Approach

Volume 25, Issue 3, 2023, Pages 453-484

10.22059/frj.2023.352338.1007424

Elaheh Gohania; Gholamreza Mansourfar; Fahimeh Biglari

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Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds in Iran Capital Market

Volume 19, Issue 2, 2017, Pages 217-238

10.22059/jfr.2017.212407.1006255

Seyed Ali Hosseini; Mohammad Salehifar; Moslem Nilchi

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Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index

Volume 15, Issue 1, September 2013, Pages 51-74

10.22059/jfr.2013.35432

Seyed Mohammad Seyedhosseini; Seyed Babak Ebrahimi

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Comparing the accuracy of the model Meta heuristic and Econometric in forecasting of financial time series with long-term memory (Case Study, Stock Index of Cement Industry in Iran)

Volume 13, Issue 31, September 2012, Pages 1-22

Farnaz Barzinpour; Seyed Babak Ebrahimi; Seyed Mohammad Hasheminejad; Hamed Nasr Esfahani

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The Effects of Price Limit Modification on Volatility, Return, Trade Frequency, Trade Size and Turn-over Velocity in Tehran Stock Exchange

Volume 11, Issue 27, July 2010

Gholamreza Eslami-Bidgoli; Hasan Ghalibaf-Asl; Abdollah Alishavandi

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The effects of Ownership Structure(mix and concentration) on Firm's Return and Value in the Tehran Stock Exchange(TSE)

Volume 11, Issue 28, February 2010

Shapoor Mohammadi; Hasan Ghalibaf; Mehdi Meshki

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