Financial Research Journal

Volume & Issue: Volume 24, Issue 1, 2022

Number of Articles: 7

Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion

Pages 1-17

10.22059/frj.2021.287379.1006913

Saeed Shirkavand, Hamidreza Fadaei

Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series

Pages 18-36

10.22059/frj.2021.327413.1007219

Fateme Yazdani, Mehdi Khashei, Seyed Reza Hejazi

Mutual Fund Transaction Costs and Their Effect on Funds Performance

Pages 37-60

10.22059/frj.2021.317357.1007130

Ali Ebrahim Nejad, Seyyed Mehdi Barakchian, Hamed Moradian

The Impacts of Investor Sentiment on Liquidity and its Volatility: Evidence from Tehran Stock Exchange

Pages 61-80

10.22059/frj.2021.328773.1007231

Mohammad Ebrahim Aghababaei, Elham Aliyan

An Explanation Model of Regime Shifts in the Tehran Stock Exchange by Smooth Transfer Regression

Pages 81-103

10.22059/frj.2021.324056.1007187

Gholamhossein Assadi, Mohammadesmaeil Fadaeinejad, Hamid Faroughi

Pairs Trading; A Comparison between Student-t and Vine Copulas

Pages 104-133

10.22059/frj.2021.325404.1007200

Maryam Davallou, Ardavan Yazdi

Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange

Pages 134-156

10.22059/frj.2021.323611.1007184

Babak Moradi, Jamal Bahri Sales, Saeed Jabbarzadeh Kangarlooi, Ali Ashtab

Journal Archive

Volume 28 (2026)

Volume 27 (2025)

Volume 26 (2024)

Volume 25 (2023)

Volume 24 (2022)

2023

2022

2022

2022

Volume 23 (2021)

Volume 22 (2020)

Volume 21 (2019)

Volume 20 (2018)

Volume 19 (2017)

Volume 18 (2016)

Volume 17 (2015)

Volume 16 (2014)

Volume 15 (2013)

Volume 14 (2012-2013)

Volume 13 (2012)

Volume 12 (2010)

Volume 11 (2010)

Volume 10 (2009)

Volume 9 (2008)

Volume 8 (2008)

Volume 7 (2006)

Volume 6 (2004)

Volume 5 (2003)

Volume 4 (1999)

Volume 3 (1996)

Volume 2 (1995)

Volume 1 (1994)