1.

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Volume 14, Issue 3, March 2008

2.

Active Portfolio Management Modeling with VaR and Genetic Algorithms

Volume 18, Issue 64, September 2011, Pages 19-34
Reza Raei; Saeid Fallahpour

3.

Estimate of investment risk in an asset portfolio in Iran

Volume 50, Issue 4, January 2016, Pages 903-923
Faramarz Tahmasebi

4.

Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange

Volume 18, Issue 3, March 2016, Pages 437-460
Alireza Saranj; Marziyeh Nourahmadii

5.

Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory

Volume 19, Issue 2, 2017, Pages 193-216
Seyed Babak Ebrahimi; Mojgan Aghaei; Negin Mohebbi

6.

Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method

Volume 16, Issue 2, October 2015, Pages 309-326
Saeed Fallahpour; Ehsan Ahmadi

7.

Estimation of Value at Risk in the Presence of Dependence Structure in Financial Returns: A Copula Based Approach

Volume 49, Issue 4, January 2015, Pages 869-902
GholamReza keshavarz Haddad; Mehrdad Heyrani

8.

Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis

Volume 17, Issue 1, April 2015, Pages 59-82
Mojtaba Rostami Noroozabad; Abdonaser Shojaei; Mohsen Khezri; Saman Rahmani Noorozabad

9.

Forecasting the price and value at risk of Iranian pistachios in the world market using stochastic differential equations

Volume 53, Issue 4, November 2022, Pages 973-985
Somayeh Al-sadat Mousavi; Abbasali Jafari-Nodoushan; Mohammad Hamidpour-Bedouei

10.

Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility

Volume 25, Issue 2, 2023, Pages 275-299
Moslem Nilchi; Daryush Farid

11.

Multi-stage Stochastic Programming Asset/Liability Management Model with VaR Constraint at the Social Security Organization

Volume 23, Issue 1, 2021, Pages 64-86
Kiarash Mehrani; Asghar Gerami

12.

Optimum Portfolio Selection Using Value at Risk in Tehran Stock Exchange

Volume 44, Issue 2, February 2009
ebrahim abasi; Babak Teimurpur; Manuchehr Barjesteh Maleki

13.

Returns and Volatility Spillover Effects on the Estimated VaR of Gold and Exchange Rate Portfolio

Volume 53, Issue 1, April 2018, Pages 117-152
gholamreza keshavarz; Kobra Noftakhar Daryaee

14.

Tehran Stock Exchange Underreaction Following Extreme Market Events

Volume 22, Issue 4, 2021, Pages 521-541
Morteza Talebi; Mohammad Ebrahim Aghababaei; Mahdi Saeidi Koosha

15.

The Calculation of Optimal Interest Rate of Fire Insurance Catastrophe Bonds in Iran using Extreme Value Theory

Volume 14, Issue 1, August 2013, Pages 101-116
Mostafa Gorgani; Ahmad Asl Hadad; Behnam Shahriar

16.

The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns

Volume 21, Issue 4, 2019, Pages 593-611
Mahshid Shahrzadi; Dariush Foroghi; Hadi Amiri

17.

Using MGARCH to Estimate Value at Risk

Volume 15, Issue 2, November 2013, Pages 215-228
Mohammad Reza Rostami; Fatemeh Haqiqi



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