Main Subjects = Market Risk; Interest Rate Risk; Foreign Exchange Risk; Stock Price Risk; Commodities Price Risk
Number of Articles: 7
Optimizing Risk-based Stock Return Prediction in Tehran Stock Exchange industries: A Data Envelopment Analysis

Volume 26, Issue 2, 2024, Pages 347-370

10.22059/frj.2023.339775.1007309

Hamidreza Akhbari; Heydar Mohammadzadeh Salteh; Rasoul Baradaran Hassanzadeh; Mehdi Zeynali

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

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

10.22059/jfr.2014.50711

Saeed Fallahpour; Ehsan Ahmadi

Measuring event risk

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

10.22059/jfr.2014.50712

Mohammad Ali Kafaiee; Hadi Rahmani fazli

Using MGARCH to Estimate Value at Risk

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

10.22059/jfr.2013.51078

Mohammad Reza Rostami; Fatemeh Haqiqi

Financial Research Journal

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