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دکتر علی
جهانخانی
author
دکتر محمد
طالبی
author
text
article
1999
per
In this article many liquidity indices were introduced and the usefulness of each was described. It was concluded that the
traditional measures of liquidity such as current ratio and quick ratio are not approprate measures of liquidity. The new measures
of liquidity such as comprehensive liquidity index and weighted cash conversion cycle were introduced.
Financial Research Journal
University of Tehran
1024-8153
4
v.
14
no.
1999
https://jfr.ut.ac.ir/article_13229_5eee3926493c76cb5adf163f0b750649.pdf
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فرشاد
هیبتی
author
text
article
1999
per
The objective of this article is to introduce the application of analytical hierachy process as a meanss to measure the
performance of holding companies. By using the financial data of
holding companies listed on Tehran Stock Exchange, the author presented the empirical results of his model.
Financial Research Journal
University of Tehran
1024-8153
4
v.
14
no.
1999
https://jfr.ut.ac.ir/article_13230_6d950c9eb037f25b783973103123e069.pdf
Ideal Planning Models for selecting Optimal Portfolio
دکتر غلامرضا اسلامی
بیدگلی
author
احمد
تلنگی
author
text
article
1999
per
This article is a review of the historical development of the Modern Portfolio Theory (MPT). Harry Markowitz first introduced MPT on the basis of covariance by employing the quadratic programming model. Later the MPT model was replaced by the CAPM model, which was introduced by W. Sharpe and was based on systematic risk factor measurement, i.e. . fJ. However, both models had faced criticism due to their underlying assumptions. In 1970's Ross introduced APT (Arbitrage Pricing Theory), which took into account certain risk factors different from that used in CAPM model. The scientific application of mathematical. programming along with the wide application of MP models has greatly influenced the investment theories. Among such influence of MP modeling on investment theories is the application of goal programming, which was first applied by Charnes and Cooper in 1961. In 1973 A.J. Lerro and Sany M. Lee applied goal programming to protfolio selection which later on was further developed by others working on investment theory. This article provides a brief overview of models in relation to portfolio theory from 1966 to present.
Financial Research Journal
University of Tehran
1024-8153
4
v.
14
no.
1999
50
71
https://jfr.ut.ac.ir/article_13231_15941e650fee30989374d118b2c1f1d5.pdf
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دکتر محمد اسماعیل فدایی
نژاد
author
text
article
1999
per
The goal of this article is to describe many aspects of British Financial Systems, such as, types of securities used, types of
financial markets, the process of dealing and settling the transactions, and the many aspects of financial regulations .
Financial Research Journal
University of Tehran
1024-8153
4
v.
14
no.
1999
https://jfr.ut.ac.ir/article_13232_c266d30e50b093b4956088695a6bc50a.pdf
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امید پور
حیدری
author
text
article
1999
per
The purpuse of this atticle is to intnoduce three different option pricing models, such as:
1) Uniform distribution
2) binomial distribution and
3) log-normal distribution.
Holding companies listed on Tehran stock Exchange , the author presented the empirical results of his model.
Financial Research Journal
University of Tehran
1024-8153
4
v.
14
no.
1999
https://jfr.ut.ac.ir/article_13233_9b740267832e376838f804e50d4ddcf9.pdf
Risk Management, Dimensions of Risk Management, Definition and Application in Financial Organizations
جرج
پارکر
author
دکتر علی
پارسائیان
author
text
article
1999
per
This article is Farsi translation of an article: Risk Dimensions, Risk Management and It's Application in Financial Institutions "which was written by George Parker. This article introduces many aspects of risk management and the ways to manage and control the interest rate risk, exchange rate risk and ... etc
Financial Research Journal
University of Tehran
1024-8153
4
v.
14
no.
1999
125
144
https://jfr.ut.ac.ir/article_13234_a8d189407cdc07828a4f37492aef0a9c.pdf
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محمد
صادقی
author
text
article
1999
per
In this section the titles of several theses are presented:
1- Financial Terms Used in Annual Reports of Iranian
Companies, by farhad hasanini
2- The Relationship Between Earnings, Dividends Investments in Iranian Companies, by sasan mehrani
and
3- An Investigation of the Relationship Between Share Price Changes and Shareholder's tax Rate, by morteza Asadi
Financial Research Journal
University of Tehran
1024-8153
4
v.
14
no.
1999
https://jfr.ut.ac.ir/article_13235_7a76af9ba24e504b14eb83506f3bf2bd.pdf
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دکتر علی
جهانخانی
author
text
article
1999
per
-
Financial Research Journal
University of Tehran
1024-8153
4
v.
14
no.
1999
https://jfr.ut.ac.ir/article_13236_feae4b3b6d64e1c045a693c7a557637e.pdf
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علی
جهانخانی
author
text
article
1999
per
This section of the Journal is devoted to Farsi explanation 01 many technical financial terms used in financial markets.
The purpose of this section is to acquaint the students with the meaning of many technical terms in investment management.
Ali Jahankhani (Ph. D.)
Editinr
Financial Research Journal
University of Tehran
1024-8153
4
v.
14
no.
1999
https://jfr.ut.ac.ir/article_30705_468173199c11b7adc74e089bb8f40cd2.pdf
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M.Taghavi
author
A.G.
nakhjavani
author
text
article
1999
per
-
Financial Research Journal
University of Tehran
1024-8153
4
v.
14
no.
1999
https://jfr.ut.ac.ir/article_30706_505bc26761a66cb4f036dfbb1421305e.pdf