Identifying and classifying the critical risk factors in a power plant project in Iran
عزت الله اصغری
زاده
author
محمد رضا
مهرگان
author
آزیتا
سعیدی
author
text
article
2007
per
Large and complex infrastructure projects involve various risk factors and successful implementation of such project depends on effective management of the key risk factors. This paper reviews the literature to identify essential risk variables associated with infrastructure projects. Base of these risk variables and case studies of same projects, a survey is conducted to isolate and assess the critical risk factors for a Gas Turbine power plant project in Iran.49 items are extracted as critical risk factors and are classified to gain better understanding of their impact on the project.
Financial Research Journal
University of Tehran
1024-8153
9
v.
23
no.
2007
https://jfr.ut.ac.ir/article_27210_dcec4775cdda3476ded4c065a4803018.pdf
evaluating the stability of systematic risk in Tehran stock exchange
رضا
تهرانی
author
سید جلال
طباطبائی
author
text
article
2007
per
This study aims at testing the degree of stability for beta coefficient across time, depending on the information available from Tehran bourse. Where beta coefficient was calculated using the market model developed by Sharp on 1963, which applies by performing a simple linear regression between the company’s and the market returns, where beta coefficient is the slope of this regression. In this study we examine the stability of beta by using the structural change methodology of the chow test
Financial Research Journal
University of Tehran
1024-8153
9
v.
23
no.
2007
https://jfr.ut.ac.ir/article_27211_14a1da20f55df8851c83a9860a104f19.pdf
Thesis title: A Study Of The Relationship Between Board Composition and Firm Performance In TSE
حسن قالیباف
اصل
author
فاطمه
رضائی
author
text
article
2007
per
The ability of boards to perform their roles depends largely on their composition. Board composition refers to the number of directors and type of members as determined by the usual insider or outsider classification. Several empirical studies in other country have concluded that Board composition determines a board’s power as an instrument of corporate control and contributes to company performance. Therefore, the purpose of this study is to determine whether or not outside directors also improve company's performance in listed companies on the Tehran Stock Exchange.This study examines the relationship between board composition with firm performance in a sample of 72 listed companies on TSE for the years 2003-2005.The ratio of outside directors as independent variable is measure of board composition and the performance of the firm has been measured by Return on equity (ROE), Net Profit Margin, Gross Profit Margin,
Financial Research Journal
University of Tehran
1024-8153
9
v.
23
no.
2007
https://jfr.ut.ac.ir/article_27212_f9767bf40329c64b66387c90352b89e6.pdf
Forecasting stock price with ARDL method of one equation cumulative regression methods
محمد حسن قلی
زاده
author
قاسم وحید
پور
author
text
article
2007
per
Forecasting stock price had been paying attention to many analysts and stockholders. Today, this issue more recent years has been do by new methods but new methods, good enough, not have analysis of description and changes effective variables on stock price whereas all this method rely on regression bases. ARDL (Autoregression Distributed Lag ) of one equation cumulative regression method obtained estimation using lags from independent variables and dependent variable in model. That related tests included structural fixity test, heteroscedasticity test and autocorrelation test, thus upon that do final estimation and forecasting.
Financial Research Journal
University of Tehran
1024-8153
9
v.
23
no.
2007
https://jfr.ut.ac.ir/article_27213_63d3e39cf371ffca08951485b6d22649.pdf
Test of the Fama-French Three-Factor Model in Tehran Stock Exchange
علی محمد
کیمیاگری
author
غلام رضا اسلامی
بیدگلی
author
مهدی
اسکندری
author
text
article
2007
per
Financial Research Journal
University of Tehran
1024-8153
9
v.
23
no.
2007
https://jfr.ut.ac.ir/article_27214_6bec35277da546c209d0cdd0031aeec4.pdf
Comparing Methods of Beta Estimation in cases of non-synchronize trading
وحید
محمودی
author
رضا
تهرانی
author
مسلم
پیمانی
author
text
article
2007
per
The present article examines the risk of selecting a financial asset. Up to now, many criteria have been proposed to measure the risk. One of the most important criteria in this regard is Beta criterion about which many studies have been conducted and consequently it has been criticized severely in this regard. One of the criticisms of CAPM model is the practical problems involved in estimating Beta. Therefore the present study takes into consideration the issue of non-synchronized trades as one of the problems in estimating Beta and examines some of important available models to remove the resulted drawbacks. The present article, in the first place, elaborates on this issue and then analyzes CHMSW, Dimson, and Vasicek models which are three important models in this regard.
Financial Research Journal
University of Tehran
1024-8153
9
v.
23
no.
2007
https://jfr.ut.ac.ir/article_27215_cec8073a7d90bb5e2124485ba21b07b2.pdf