Financial Management Perspective

Financial Management Perspective

Financial Management Perspective

Journal Archive

Number of Article 336
PDF Download 799,500
Article View 1,549,337
PDF Download Per Article 2379.46
Number of Submissions 1,472
Accepted Submissions 336
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
Investigating the Crisis Forecasting Ability of the Cumulative Residual Entropy Measure by using Logistic Map Simulation Data and Tehran Stock Exchange Overall Index
Comparative research of sources and financing methods of Tehran Municipality with other cities in the world
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
  • Corporate Governance
  • Deep Learning
  • Risk
  • Machine Learning
  • Financial Flexibility
  • Stock market
  • Portfolio optimization
  • Firm Performance
  • Value at Risk
  • Return
  • Stock Exchange
  • Information Asymmetry
  • Stock Price Crash Risk
  • Stock returns
  • Conditional Value at Risk
  • Artificial Neural Network
  • Momentum
  • Investment Efficiency
  • Disposition Effect
  • Logistic Regression
  • Systemic Risk
  • Credit Risk
  • Multi-Objective Optimization
  • prediction
  • Capital Market
  • Profitability
  • Behavioral Bias
  • Government Ownership
  • Capital structure
  • Convolutional neural networks
  • Stock Price Prediction
  • Deep neural network
  • Time-Varying Causality
  • Liquidity Constraints
  • backtesting
  • Tail risk
  • liquidity
  • Financial Leverage
  • Fama and French three-factor model
  • Financing
  • Dynamic Conditional Correlation
  • Financial Performance
  • Performance
  • Fuzzy Delphi
  • LSTM
  • fixed-income funds
  • Conditional Value-at-Risk (CVaR)
  • trading strategy
  • Economic Policy Uncertainty
  • Product Market Competition
  • Agency Theory
  • particle swarm optimization algorithm
  • Genetic algorithm
  • Audit Quality
  • Risk Management
  • Financial Inclusion
  • Portfolio
  • Transparency
  • Microfinance
  • Text Mining
  • Market efficiency
  • Loss Given Default
  • Speed of Adjustment
  • momentum strategy
  • Conditional Conservatism
  • Trade-off theory
  • Volatility Spillover
  • Arbitrage
  • Credit and Business Cycles
  • Abnormal return
  • Earnings management
  • Default Risk
  • Mutual Funds
  • Herding Behavior
  • Behavioral biases
  • Exchange rate
  • Abnormal Returns
  • free cash flow
  • Stochastic Volatility
  • omega ratio
  • Financial Exclusion
  • Stock Liquidity
  • Extreme value theory
  • Composite Index
  • Financial Distress
  • misvaluation
  • IPO Returns
  • multivariate GARCH approach
  • Extreme Value Theory (EVT)
  • mass/amount of money
  • Bbank risk taking
  • Agency Problems
  • Life Cycle
  • Local-Linear Kernel Smoothing
  • Grounded theory
  • Financial modeling
  • Information and Communications Technology
  • beta
  • Leading in Industry
  • Structural-Interpretive Approach
  • Return on assets
  • Agency Cost
  • Online Ensemble Learning
  • Intellectual Capital
  • possibility of fraud
  • Non-Current Debts
  • Stockreturns
  • Time-Frequency Analysis
  • Granger causality in variance
  • Industry Competitiveness
  • Capital cost
  • Extreme Learning Machine (ELM)
  • Delphi
  • Financial Satisfaction
  • method of financing
  • CAMELS
  • Panel Data with a Fractional Dependent Variable
  • DUVOL
  • Index
  • odds ratio
  • Theory of Life Cycle
  • Herding
  • Genetic Algorithm (GA)
  • Debt Capacity
  • Efficient Market Hypothesis
  • Bootstrap
  • Exchange-Traded Funds (ETFs)
  • Monetary Policy
  • Excess Stock Return
  • financial performance measures
  • Bank Credits
  • Water Cycle Algorithm
  • Gravitational Research Approach
  • Exchange Rate Fluctuations
  • Intellectual Capital Efficiency
  • Variance Decomposision
  • Bankruptcy Risk
  • Modelling
  • : Portfolio Insurance Strategies
  • mean-variance portfolio
  • Future Contract
  • Deep learning network
  • maturity
  • Debt ratio
  • Structural Vector Autoregression Model
  • Capital market incentives
  • Reference Price
  • Noise Traders
  • Modern Portfolio Theory (MPT)
  • Exchange-Traded Fund
  • Stock Market Volatility
  • Stock Excess Return
  • Prediction error
  • Assets Pricing Models
  • Banking System
  • Multivariates GARCH Model
  • Portfoilio Optimization
  • Volatility of Stock Market Indices
  • Iranian Banks
  • Term Structure of Equity Return
  • Vector Autoregressive (VAR) Model
  • Uncertainty
  • Stochastic Processes
  • Institutional Investors
  • Institutional ownership
  • comparing pricing models
  • Conservative Management
  • Institutional investor horizon
  • Kurtosis of return
  • Merton model
  • Technical analysis- Earning announcement- Abnormal return-Adjusted return
  • Stock price
  • Radial Basis Function
  • duration
  • the prediction of left tail risk
  • Optimization Algorithm of Cumulative Particle Motion
  • Catering Theory
  • Internal Resource Financing
  • Stock price bubble
  • Regime switching model
  • Chain Marmarok
  • Cross-Validation
  • Leverage Effect
  • internal capital allocation efficiency
  • financial markets\'
  • Integrated Monetary-Banking System- Transparency- interest_free institutions-Shafagh
  • Mispricing
  • Order Flow Imbalance
  • GRS Test
  • Tracking portfolio
  • Stock Portfolio
  • Hybrid Data
  • Entry of Real Shareholders. Return on Assets
  • Price Forecasting
  • Support Vector Regression
  • managerial confidence
  • economic volatility