Financial Management Perspective

Financial Management Perspective

Financial Management Perspective

Journal Archive

Number of Article 339
PDF Download 846,869
Article View 1,595,338
PDF Download Per Article 2498.14
Number of Submissions 1,499
Accepted Submissions 339
Acceptance Rate 23
Time to Accept (Days) 150
Number of Reviewers 112

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
Comparing the Identifying Criteria for Financially Distressed Companies using Logistic Regression and Artificial Intelligence Methods
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
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

Indexing and Abstracting

Google Scholar

Keywords Cloud

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