Financial Management Perspective

Financial Management Perspective

Financial Management Perspective

Journal Archive

Number of Article 353
PDF Download 878,754
Article View 1644153
PDF Download Per Article 2489.39
Number of Submissions 1,513
Accepted Submissions 344
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
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
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 2 - Serial Number 54, Summer 2026 

CEO Narcissism and the Cash Conversion Cycle

Pages 85-111

10.48308/jfmp.2026.245906.1626

Mohammad Reza Alipour Mallak, Mohammad Hossein Safarzadeh

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