1.

The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model

صفحه 1-14
Fatemeh Samadi؛ Hossein Eslami Mofid Abadi

2.

Estimating the term structure of mortality: an application to actuarial studies

صفحه 15-26
Marzieh Vahdani؛ Ali Safdari

3.

Designing an Updatable Long Term Health Insurance

صفحه 27-42
Atefeh Kanani Dizaji؛ Amir Teimour Payandeh Najafabadi؛ Mohammad Zokaei

4.

Prediction of outstanding IBNR liabilities using delay probability

صفحه 43-56
Fatemeh Atatalab؛ Amir Teimour Payandeh Najafabadi

5.

An Application of Stochastic Approximation in Simulated Method of Moments

صفحه 57-72
Erfan Salavati؛ Nazanin Mohseni

6.

Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment

صفحه 73-92
Hossein Teimoori Faal؛ Meyssam Bagheri

7.

Trade War and the Balanced Trade-Monetary Theory

صفحه 93-110
Saeid Tajdini؛ Amir Hamooni؛ Jamal Maghsoudi؛ Farzad Jafari؛ Majid Lotfi Ghahroud

8.

Efficient estimation of Markov-switching model with application in stock price classification

صفحه 111-130
Farshid Mehrdoust؛ Idin Noorani؛ Mahdi Khavari

9.

Network centrality and portfolio optimization using the genetic algorithm

صفحه 131-162
Asghar Abolhasani Hastiany؛ Alireza Zamanpour

10.

Modeling of Mortgage-Backed Securities based on stochastic processes

صفحه 163-180
Mehrdokht Khani؛ Abdolsadeh Neisy

11.

Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE)

صفحه 181-194
Hadi Bagherzadeh Valami

12.

Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies

صفحه 195-222
Mehran Kaviani؛ Ali Mohammad Ghanbari؛ Moslem Peymany


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