فیلتر نتایج
نتایج 51 تا 60 از مجموع 111
Journal Paper
Studying the effects of USING GARCH-EVT-COPULA METHOD TO ESTIMATE VALUE AT RISK OF PORTFOLIO
Authors: Ghodratollah Emamverdi
Year 1397
Publish place: Iranian Journal of Finance Issue 1، Vol 2
Pages: 27 | Language: EnglishJournal Paper
Evaluating and Comparing Systemic Risk and Market Risk of Mutual Funds in Iran Capital Market
Authors: Fereshteh Shahbazin، Hasan Ghalibaf Asl، Mohen Seighali، Moslem Peymani Foroushani
Year 1398
Publish place: Iranian Journal of Finance Issue 4، Vol 3
Pages: 23 | Language: EnglishJournal Paper
Do risk disclosure increase firms’ value?
Authors: Soghra Fasihi، Seyed Ali Hosseini
Year 1399
Publish place: Iranian Journal of Finance Issue 2، Vol 4
Pages: 10 | Language: EnglishJournal Paper
Measuring value at risk using short-term and long-term memory of GARCH models based on switching approach to form an optimal stock portfolio
Authors: Shaghayegh Mahboubi Zadeh، Hassan Ghalibaf Asl
Year 1400
Publish place: Iranian Journal of Finance Issue 1، Vol 5
Pages: 30 | Language: EnglishJournal Paper
.Modeling the selection of the optimal stock portfolio based on the combined approach of clustered value at risk and Mental Accounting
Authors: seyedeh farrokh Nikoo، Shahabeddin Shams، Reza Tehrani، Mohsen Seighali
Year 1400
Publish place: Iranian Journal of Finance Issue 2، Vol 5
Pages: 25 | Language: EnglishJournal Paper
Portfolio Optimization based on the Risk Minimization by the Weight-Modified CVaR vs. CVaR Method
Authors: Mohammad Esmaeil Fadaeinejad، Mohamad Taghi Vaziri، Hossein Asadi، Mohammad Javad Faryadras
Year 1401
Publish place: Iranian Journal of Finance Issue 2، Vol 6
Pages: 25 | Language: English
Journal Paper
Fuzzy Index Tracking Portfolio Selection Model Based on Value-at-Risk
Authors: S.A. Hosseini Imeni، A.A. Najafi
Year 1392
Publish place: International Journal of Research in Industrial Engineering Issue 4، Vol 2
Pages: 17 | Language: English
Journal Paper
Audit Quality, Risk-Taking, and Value Creation: Iranian Evidence
Authors: Mahmoud Lari Dasht Bayaz، Marziyeh Hassanpour
Year 1398
Publish place: Iranian Journal of Accounting, Auditing and Finance Issue 1، Vol 3
Pages: 15 | Language: English
Journal Paper
Comparison of Performance of Traditional Value at Risk Models with Switching Model in Tehran Stock Exchange
Authors: Vahid Rezaie، Mirfeiz Fallah، Hamidreza Kordlouoie
Year 1397
Publish place: International Journal of Finance and Managerial Accounting Issue 10، Vol 3
Pages: 12 | Language: EnglishJournal Paper
Value at Risk Estimation using the Kappa Distribution with Application to Insurance Data
Authors: Hanieh Panahi
Year 1398
Publish place: International Journal of Finance and Managerial Accounting Issue 14، Vol 4
Pages: 10 | Language: English
نتایج 51 تا 60 از مجموع 111