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

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

10.22059/frj.2019.277291.1006834

Omid Jenabi; Nazar Dahmardeh Ghaleno


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

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

10.22059/frj.2019.273838.1006806

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

10.22059/frj.2018.233763.1006452

Elham Afsharirad; Seyed Enayatallah Alavi; Hassanali Sinaei


Testing Agency Model in Capital Asset Pricing

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

10.22059/jfr.2018.221841.1006335

Hossein Rezaei Dolat Abadi; Saeed Fathi; Nahid Yousofan


Industry Based on Style Investing and Retail Investors

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

10.22059/jfr.2018.253837.1006627

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

10.22059/jfr.2018.245816.1006551

Reza Eyvazloo; Mojtaba Shafizadeh; Ali Ghahramani


Optimal Execution Strategy: An Agent-based Approach

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

10.22059/jfr.2017.240979.1006510

Mohammad Ali Rastegar; Khatereh Saedi Far


Interval Optimization In Portfolio Selection with Conditional Value At Risk

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

10.22059/jfr.2017.132312.1006053

Amir Abbas Najafi; Kobra Nopour; Alireza Ghatarani