Financial Management Perspective

Financial Management Perspective

Number of Article 340
PDF Download 852,609
Article View 1,599,123
PDF Download Per Article 2507.67
Number of Submissions 1,502
Accepted Submissions 340
Acceptance Rate 23
Time to Accept (Days) 150
Number of Reviewers 114

Financial Management Perspective is a double-blind peer-reviewed quarterly journal, owned, managed, and published by Shahid Beheshti University since 2011. The journal publishes original articles relevant to all fields of finance and financial management.


Journal Title

Financial Management Perspective 

P-ISSN

2645-4637

E-ISSN

2645-4645

Frequency

Quarterly

Editor-in-Chief

Maryam Davallou, Ph.D.

Language 

Persian with English Abstracts

Plagiarism Checker

iThenticate, Samimnoor (Persian)

Peer Review Policy

Double-blind

Article Processing Charges

See here

Average Review Time

3 Months

Acceptance Rate

23%

Owner & Publisher

Shahid Beheshti University, Iran.

In Collaboration With

Iran Finance Association

Publication Information

Publisher

Director-in-Charge
Editor-in-Chief
Associate Editor
Manager
English Text Editor

Frequency
Quarterly
Print ISSN
Online ISSN

Indexing and Abstracting

Keywords Cloud

  • Tehran Stock Exchange
  • Behavioral Finance
  • Investor Sentiment
  • Machine Learning
  • Corporate Governance
  • Risk
  • Deep Learning
  • Stock market
  • Portfolio optimization
  • Financial Flexibility
  • Stock Exchange
  • Return
  • Capital Market
  • Firm Performance
  • Value at Risk
  • Risk Management
  • Information Asymmetry
  • Logistic Regression
  • Systemic Risk
  • Stock returns
  • Stock Price Crash Risk
  • prediction
  • Capital structure
  • Momentum
  • Investment Efficiency
  • Conditional Value at Risk
  • Disposition Effect
  • Government Ownership
  • Profitability
  • Credit Risk
  • Multi-Objective Optimization
  • Artificial Neural Network
  • Behavioral Bias
  • Microfinance
  • Agency Theory
  • Financial Leverage
  • Efficient Market Hypothesis
  • liquidity
  • Financial Distress
  • Financial Performance
  • Arbitrage
  • Tail risk
  • Mutual Funds
  • Earnings management
  • Transparency
  • Stochastic Volatility
  • Fuzzy Delphi
  • Composite Index
  • LSTM
  • Financial Exclusion
  • Abnormal Returns
  • Behavioral biases
  • Liquidity Constraints
  • Deep neural network
  • Audit Quality
  • trading strategy
  • Financing
  • Herding Behavior
  • Default Risk
  • particle swarm optimization algorithm
  • Abnormal return
  • Loss Given Default
  • Stock Price Prediction
  • Dynamic Conditional Correlation
  • Market efficiency
  • Trade-off theory
  • Exchange rate
  • momentum strategy
  • Speed of Adjustment
  • Conditional Conservatism
  • Volatility Spillover
  • Financial Inclusion
  • Credit and Business Cycles
  • Performance
  • Convolutional neural networks
  • Fama and French three-factor model
  • Genetic algorithm
  • Sentiment analysis
  • Text Mining
  • fixed-income funds
  • Extreme value theory
  • Economic Policy Uncertainty
  • backtesting
  • Product Market Competition
  • Conditional Value-at-Risk (CVaR)
  • Time-Varying Causality
  • Stock Liquidity
  • omega ratio
  • free cash flow
  • Portfolio
  • Extreme Value Theory (EVT)
  • Bbank risk taking
  • Grounded theory
  • Life Cycle
  • Local-Linear Kernel Smoothing
  • beta
  • Leading in Industry
  • Financial modeling
  • Information and Communications Technology
  • possibility of fraud
  • Return on assets
  • Intellectual Capital
  • Genetic Algorithm (GA)
  • Debt Capacity
  • Structural-Interpretive Approach
  • Agency Cost
  • Online Ensemble Learning
  • CAMELS
  • Extreme Learning Machine (ELM)
  • Financial Satisfaction
  • Non-Current Debts
  • Stockreturns
  • Industries
  • Time-Frequency Analysis
  • Granger causality in variance
  • Industry Competitiveness
  • Capital cost
  • Theory of Life Cycle
  • Delphi
  • financial performance measures
  • method of financing
  • mass/amount of money
  • Panel Data with a Fractional Dependent Variable
  • DUVOL
  • Index
  • IPO Returns
  • odds ratio
  • Bootstrap
  • Excess Stock Return
  • Bankruptcy Risk
  • Vine Copulas
  • Exchange-Traded Funds (ETFs)
  • Bank Credits
  • Gravitational Research Approach
  • Monetary Policy
  • Water Cycle Algorithm
  • Variance Decomposision
  • Reference Price
  • Exchange Rate Fluctuations
  • GRS Test
  • maturity
  • Future Contract
  • Deep learning network
  • Capital market incentives
  • Assets Pricing Models
  • Modelling
  • : Portfolio Insurance Strategies
  • mean-variance portfolio
  • Debt ratio
  • Structural Vector Autoregression Model
  • Exchange-Traded Fund
  • Noise Traders
  • Modern Portfolio Theory (MPT)
  • Prediction error
  • Stochastic Processes
  • Stock Market Volatility
  • Radial Basis Function
  • Stock Excess Return
  • Multivariates GARCH Model
  • Merton model
  • Portfoilio Optimization
  • Volatility of Stock Market Indices
  • Banking System
  • Iranian Banks
  • Uncertainty
  • Integrated Monetary-Banking System- Transparency- interest_free institutions-Shafagh
  • Vector Autoregressive (VAR) Model
  • Institutional Investors
  • Kurtosis of return
  • Institutional ownership
  • Term Structure of Equity Return
  • comparing pricing models
  • Conservative Management
  • Institutional investor horizon
  • Optimization Algorithm of Cumulative Particle Motion
  • financial markets\'
  • Technical analysis- Earning announcement- Abnormal return-Adjusted return
  • Stock price
  • : Volatility
  • duration
  • the prediction of left tail risk
  • Banking Performance
  • Catering Theory
  • Internal Resource Financing
  • Stock price bubble
  • Regime switching model
  • Chain Marmarok
  • Cross-Validation
  • Leverage Effect
  • internal capital allocation efficiency
  • Order Flow Imbalance
  • Thematic Analysis
  • Mispricing
  • Intellectual Capital Efficiency
  • economic volatility
  • Tracking portfolio
  • Stock Portfolio
  • Hybrid Data
  • Entry of Real Shareholders. Return on Assets
  • Market Timing