Financial Management Perspective

Financial Management Perspective

Financial Management Perspective

Journal Archive

Number of Article 338
PDF Download 804,446
Article View 1,555,035
PDF Download Per Article 2380.02
Number of Submissions 1,475
Accepted Submissions 338
Acceptance Rate 23
Time to Accept (Days) 150
Number of Reviewers 110

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
Most Visited Articles
Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market
The Effect of Ownership Structure on the Corporate Financial Performance in Tehran Stock Exchange: a Dynamic Panel Data Analysis
Multi-Factor asset pricing model in Iranian Capital Market
The application of multi-criteria decision-making to determine the relative value of food and beverage companies in Tehran Stock Exchange
Comparing the Identifying Criteria for Financially Distressed Companies using Logistic Regression and Artificial Intelligence Methods
Comparative research of sources and financing methods of Tehran Municipality with other cities in the world
Investigating the Crisis Forecasting Ability of the Cumulative Residual Entropy Measure by using Logistic Map Simulation Data and Tehran Stock Exchange Overall Index
Current Issue: Volume 16, Issue 1 - Serial Number 53, 2026 

Identifying Behavioral Biases Affecting Fund Performance in Investment Fund Managers

Pages 38-54

10.48308/jfmp.2026.243618.1577

Mahdi Hamrahi Kheyrodin, Roya Aleemran, Mohammad Nasiri, Hoseyn Boodaghi Khajehnobar

Publication Information

Publisher
Shahid Beheshti University
Director-in-Charge
Dr. Behrouz Dorri
Editor-in-Chief
Dr. Maryam Davallou
Associate Editor
Dr. Mehdi Davari
Manager
Dr. Salman Eivazinezhad
English Text Editor
Hamid Akhavan
Frequency
Quarterly
Print ISSN
2645-4637
Online ISSN
2645-4645

Keywords Cloud

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