Multi-Factor asset pricing model in Iranian Capital Market

Pages 9-32

10.52547/JFMP.10.32.9

Reza Eyvazlo; Yasaman Hashemi; Amirali Qorbani

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Optimization Portfolio Selection in Risk Situations with Combined Meta-Heuristic Algorithm of Genetic Algorithm (GA) and Lion Optimization Algorithm (LOA)

Pages 33-56

10.52547/JFMP.10.32.33

Mohammad Mirabi; Mohammad Zarei Mahmoudabadi

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• PDF 608.99 K

Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market

Pages 57-80

10.52547/JFMP.10.32.57

Mohammad Sadegh Abdollahi Poor; Mohammad Hashem Botshekan; Mostafa Sargolzaei

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The Effect of Monetary and Financial Instability on Energy-Intensive Industries Stocks

Pages 81-107

10.52547/JFMP.10.32.81

Sara Beiranvand; Mohammad Rezaei; Hadi Keshavarz

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The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange

Pages 109-130

10.52547/JFMP.10.32.109

Morteza Rafiee; Reza Hesarzadeh; Farzaneh Nasirzadeh

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Compare Canonical stochastic volatility model of focal MSGJR-GARCH to measure the volatility of stock returns and calculating VaR

Pages 131-158

10.52547/JFMP.10.32.131

Ali Farhadian; Mojtaba Rostami; Moslem Nilchi

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The Ability of Firm Life Cycle Patterns in Explaining Financial Flexibility (Based on the Adjusted Financial Flexibility Index)

Pages 159-188

10.52547/JFMP.10.32.159

Vahid Taghavi Fardoud; Rasoul Baradaran Hasanzadeh; Ahmad Mohammadi

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The names of the reviewers in issue 32, Winter 2021

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