1.

Investigating the Effect of Oil Price Shocks and Western Sanctions on Banks' Liquidity Creation: A Nonlinear Approach

Pages 157-183
Saied Falahpor; Reza Tehrani; Mostafa Gorgani

2.

Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming

Pages 184-213
Reza Raei; Ali Namaki; Moemen Ahmadi

3.

Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress

Pages 214-235
Mohammad Javad Sadehvand; Hashem Nikoomaram; Hasan Ghalibaf Asl; Mir Feiz Fallah Shams

4.

A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange

Pages 236-256
Marziyeh Nourahmadi; Hojjatollah Sadeqi

5.

Providing a Model for Predicting the Financial behavior of Currency Pairs in the Forex Market

Pages 257-282
Elahe Hadizadeh; Mohammad Taleghani; Soghra Barari Nokashti

6.

Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments

Pages 283-306
Hosaine Hasangholipoure; Ebrahim Chirani; Seyed Mozafar Mirbargkar; Sina Kheradyar

7.

Creating an Index to Measure Financial Uncertainty Using the Fama-French Five-factor Model in State Space by the Kalman Filter Algorithm

Pages 307-328
Kaoos Mohammadzadeh; Mehdi Heydari


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