Main Subjects = Risk Management
Bank’s Credit Portfolio Optimization Using Actuarial Approach and Artificial Neural Networks

Articles in Press, Accepted Manuscript, Available Online from 09 June 2024


Sara Raeesi; Saeed Bajalan; saeid Fallahpour

Identification of Factors Affecting Project Financing Risk

Volume 25, Issue 3, 2023, Pages 485-507


Gholamreza Sharafi; Kiamars Fathi Hafashjani; Faegh Ahmadi

Investigating and Analyzing the Spillover Effects among Stock, Currency, Gold, and Commodity Markets: VARMA-BEKK-AGARCH Approach

Volume 25, Issue 1, 2023, Pages 88-109


Mohammadbagher Mohammadinejad Pashaki; Seyyedjalal Sadeghi Sharif; Mohammad Eghbalnia

Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran

Volume 19, Issue 3, 2017, Pages 475-504


Saeed Mohammadiaghdam; Mohammad Hossein Ghavam; Mirfeiz Fallah Shams

Determinants of banks' risk-taking in Iran with emphasis on ownership structure

Volume 19, Issue 1, 2017, Pages 80-61


Mohamad ali Dehghan dehnavi; Oveise Moharram oghli; Mahya Baei

Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method

Volume 16, Issue 2, October 2015, Pages 309-326


Saeed Fallahpour; Ehsan Ahmadi

Measuring event risk

Volume 16, Issue 2, October 2015, Pages 345-358


Mohammad Ali Kafaiee; Hadi Rahmani fazli

Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis

Volume 17, Issue 1, April 2015, Pages 59-82


Mojtaba Rostami Noroozabad; Abdonaser Shojaei; Mohsen Khezri; Saman Rahmani Noorozabad

Timing in Portfolio Evaluation: Evidence of capital market

Volume 16, Issue 1, April 2014, Pages 25-36


Hossein Etemadi; Reza Daghani; Masoud Azizkhani; Sarah Farahbakhsh

Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio

Volume 15, Issue 2, November 2013, Pages 181-200


Mohamadreza Pourebrahimi; Ahmad Pouyanfar; Seyed Mohsen Mousavi

Using MGARCH to Estimate Value at Risk

Volume 15, Issue 2, November 2013, Pages 215-228


Mohammad Reza Rostami; Fatemeh Haqiqi