Financial Management Perspective

Financial Management Perspective

Financial Management Perspective

Journal Archive

Number of Article 355
PDF Download 885,060
Article View 1647808
PDF Download Per Article 2493.13
Number of Submissions 1,513
Accepted Submissions 346
Acceptance Rate 23
Time to Accept (Days) 149
Number of Reviewers 115

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
The Effect of Ownership Structure on the Corporate Financial Performance in Tehran Stock Exchange: a Dynamic Panel Data Analysis
Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market
Comparing the Identifying Criteria for Financially Distressed Companies using Logistic Regression and Artificial Intelligence Methods
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
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
Investigating the Effect of Volatility in Exchange Rates on the Levels of Skewness and Kurtosis of Stock Portfolio Returns of Listed Companies in Tehran Stock Exchange
Current Issue: Volume 16, Issue 3 - Serial Number 55, Autumn 2026 

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

Indexing and Abstracting

Google Scholar

Keywords Cloud

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