University of Tehran Electronic Journals Database


1.	Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion
	Pages 1-17
	Saeed Shirkavand; Hamidreza Fadaei
	View Article PDF 514.95 K

2.	Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series
	Pages 18-36
	Fateme Yazdani; Mehdi Khashei; Seyed Reza Hejazi
	View Article PDF 737.87 K

3.	Mutual Fund Transaction Costs and Their Effect on Funds Performance
	Pages 37-60
	Ali Ebrahim Nejad; Seyyed Mehdi Barakchian; Hamed Moradian
	View Article PDF 670.34 K

4.	The Impacts of Investor Sentiment on Liquidity and its Volatility: Evidence from Tehran Stock Exchange
	Pages 61-80
	Mohammad Ebrahim Aghababaei; Elham Aliyan
	View Article PDF 490.58 K

5.	An Explanation Model of Regime Shifts in the Tehran Stock Exchange by Smooth Transfer Regression
	Pages 81-103
	Gholamhossein Assadi; Mohammadesmaeil Fadaeinejad; Hamid Faroughi
	View Article PDF 440.93 K

6.	Pairs Trading; A Comparison between Student-t and Vine Copulas
	Pages 104-133
	Maryam Davallou; Ardavan Yazdi
	View Article PDF 570.64 K

7.	Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange
	Pages 134-156
	Babak Moradi; Jamal Bahri Sales; Saeed Jabbarzadeh Kangarlooi; Ali Ashtab
	View Article PDF 659.19 K

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