Keyword Index

A

  • ARIMA Model Comparison Between the Hybrid Model of Genetic Fuzzy and Self - Organizing Systems and Linear Model to Predict the Price of Gold Coin Futures Contracts [Volume 17, Issue 2, 2015, Pages 239-258]

B

  • Banking System Model of managing challenges facing banking system in sanction [Volume 17, Issue 2, 2015, Pages 341-356]

C

  • Clustering Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms [Volume 17, Issue 2, 2015, Pages 219-238]
  • Company Analysis Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries [Volume 17, Issue 2, 2015, Pages 301-324]
  • Conservatism Cross sectional variation in cash flow asymmetric timeliness and its effect on conditional conservatism [Volume 17, Issue 1, 2015, Pages 83-102]
  • Corporate governance Disclosure level and its determinants in Banks with emphasis on corporate governance mechanisms and islamic centrality [Volume 17, Issue 2, 2015, Pages 357-376]
  • Corporate Governance The effects of corporate governance mechanisms and financial variables on the financial restatement of the firms listed on the Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 39-58]

D

  • Data Envelopment Analysis Performance assessment of branches of Iran Insurance Corporation using data envelopment analysis [Volume 17, Issue 2, 2015, Pages 393-414]
  • Data Mining Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms [Volume 17, Issue 2, 2015, Pages 219-238]

E

  • Efficiency Performance assessment of branches of Iran Insurance Corporation using data envelopment analysis [Volume 17, Issue 2, 2015, Pages 393-414]
  • Exercise Price Limit Rules The Effect of Market Monitoring Costs on Price Limit Rules [Volume 17, Issue 2, 2015, Pages 283-300]

G

  • Genetic Fuzzy System (GFS) Comparison Between the Hybrid Model of Genetic Fuzzy and Self - Organizing Systems and Linear Model to Predict the Price of Gold Coin Futures Contracts [Volume 17, Issue 2, 2015, Pages 239-258]
  • Gold coin futures contracts Comparison Between the Hybrid Model of Genetic Fuzzy and Self - Organizing Systems and Linear Model to Predict the Price of Gold Coin Futures Contracts [Volume 17, Issue 2, 2015, Pages 239-258]

I

  • IBP stochastic process Optimal design of securitization in a principal-agent relationship based on Bayesian inference for moral hazard [Volume 17, Issue 1, 2015, Pages 123-140]
  • Index tracking Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach [Volume 17, Issue 2, 2015, Pages 325-340]
  • Indicators of market monitoring The Effect of Market Monitoring Costs on Price Limit Rules [Volume 17, Issue 2, 2015, Pages 283-300]
  • Information ratio Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach [Volume 17, Issue 2, 2015, Pages 325-340]
  • Insurance Performance assessment of branches of Iran Insurance Corporation using data envelopment analysis [Volume 17, Issue 2, 2015, Pages 393-414]
  • Investment Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries [Volume 17, Issue 2, 2015, Pages 301-324]
  • Islamic banking Disclosure level and its determinants in Banks with emphasis on corporate governance mechanisms and islamic centrality [Volume 17, Issue 2, 2015, Pages 357-376]
  • Islamic disclosure Disclosure level and its determinants in Banks with emphasis on corporate governance mechanisms and islamic centrality [Volume 17, Issue 2, 2015, Pages 357-376]

K

  • Kalman Filter The intertemporal relationship between risk and return with dynamic conditional correlation and time -varying beta [Volume 17, Issue 1, 2015, Pages 1-20]

M

  • Mean-variance model Portfolio optimization with simulated annealing algorithm [Volume 17, Issue 1, 2015, Pages 141-158]
  • Moral hazard Optimal design of securitization in a principal-agent relationship based on Bayesian inference for moral hazard [Volume 17, Issue 1, 2015, Pages 123-140]
  • Mortgage-Backed Securities Optimal design of securitization in a principal-agent relationship based on Bayesian inference for moral hazard [Volume 17, Issue 1, 2015, Pages 123-140]
  • Mutual Funds An Assessment of Selected Mutual Funds in Iran Stock Market Using a Combined Method of TOPSIS, VIKOR and Similarity-Based Approach [Volume 17, Issue 2, 2015, Pages 259-282]
  • Mutual Funds Ranking An Assessment of Selected Mutual Funds in Iran Stock Market Using a Combined Method of TOPSIS, VIKOR and Similarity-Based Approach [Volume 17, Issue 2, 2015, Pages 259-282]

O

  • Operating cash flow Cross sectional variation in cash flow asymmetric timeliness and its effect on conditional conservatism [Volume 17, Issue 1, 2015, Pages 83-102]

P

  • Post Modern Portfolio Theory Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries [Volume 17, Issue 2, 2015, Pages 301-324]
  • Prediction Prediction of stock market crash using self-organizing maps [Volume 17, Issue 1, 2015, Pages 159-178]
  • Prediction Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms [Volume 17, Issue 2, 2015, Pages 219-238]
  • Price limit range The Effect of Market Monitoring Costs on Price Limit Rules [Volume 17, Issue 2, 2015, Pages 283-300]

R

  • Robust optimization Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach [Volume 17, Issue 2, 2015, Pages 325-340]

S

  • Self-organizing Maps Prediction of stock market crash using self-organizing maps [Volume 17, Issue 1, 2015, Pages 159-178]
  • Self – Organizing Map (SOM) Comparison Between the Hybrid Model of Genetic Fuzzy and Self - Organizing Systems and Linear Model to Predict the Price of Gold Coin Futures Contracts [Volume 17, Issue 2, 2015, Pages 239-258]
  • Simulated Annealing Portfolio optimization with simulated annealing algorithm [Volume 17, Issue 1, 2015, Pages 141-158]
  • Stock exchange A review of investors’ reaction to unexpected events in Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 103-122]
  • Stock exchange Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries [Volume 17, Issue 2, 2015, Pages 301-324]

T

  • Taxation Assessment Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms [Volume 17, Issue 2, 2015, Pages 219-238]
  • Tehran Stock Exchange Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis [Volume 17, Issue 1, 2015, Pages 59-82]
  • Tehran Stock Exchange An Assessment of Selected Mutual Funds in Iran Stock Market Using a Combined Method of TOPSIS, VIKOR and Similarity-Based Approach [Volume 17, Issue 2, 2015, Pages 259-282]
  • Tracking error Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach [Volume 17, Issue 2, 2015, Pages 325-340]
  • Trend Analysis Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms [Volume 17, Issue 2, 2015, Pages 219-238]

V

  • Value at Risk Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis [Volume 17, Issue 1, 2015, Pages 59-82]
  • Vector Auto Regression model Investor type trading behavior and trade performance in Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 21-38]