Main Subjects = Investments
Subordinate Shares Pricing under Fractional-Jump Heston Model

Volume 21, Issue 3, 2019, Pages 392-416


Omid Jenabi; Nazar Dahmardeh Ghaleno

Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange

Volume 21, Issue 2, 2019, Pages 237-264


vahid Taghizadeh Khanqah; Younes Badavar Nahandi; Aliasgar Mottagi; Houshang Taghizadeh

Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis

Volume 20, Issue 2, 2018, Pages 249-264


Elham Afsharirad; Seyed Enayatallah Alavi; Hassanali Sinaei

Testing Agency Model in Capital Asset Pricing

Volume 19, Issue 4, 2017, Pages 521-534


Hossein Rezaei Dolat Abadi; Saeed Fathi; Nahid Yousofan

Industry Based on Style Investing and Retail Investors

Volume 19, Issue 4, 2017, Pages 557-578


Mojtaba Soleymani Mareshk; Seyed Abbas Hashemi; Saeed Samadi

Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches

Volume 19, Issue 3, 2017, Pages 457-474


Reza Eyvazloo; Mojtaba Shafizadeh; Ali Ghahramani

Optimal Execution Strategy: An Agent-based Approach

Volume 19, Issue 2, 2017, Pages 262-239


Mohammad Ali Rastegar; Khatereh Saedi Far

Interval Optimization In Portfolio Selection with Conditional Value At Risk

Volume 19, Issue 1, 2017, Pages 157-172


Amir Abbas Najafi; Kobra Nopour; Alireza Ghatarani