تعداد مقالات: 12

The effect of volatility temporal changes on the predictability and return of optimal portfolio using the DMA model

صفحه 1-11

Fatemeh Samadi، Hossein Eslami Mofid Abadi

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

صفحه 13-22

Marzieh Vahdani، Ali Safdari

Designing an updatable long-term health insurance

صفحه 23-35

Atefeh Kanani Dizaji، Amir Teimour Payandeh Najafabadi، Mohammad Zokaei

Prediction of outstanding IBNR liabilities using delay probability

صفحه 37-47

Fatemeh Atatalab، Amir Teimour Payandeh Najafabadi

An application of stochastic approximation in simulated method of moments

صفحه 49-61

Erfan Salavati، Nazanin Mohseni

Spectral graph embedding for dimension reduction in financial risk assessment

صفحه 63-78

Hossein Teimoori Faal، Meyssam Bagheri

Trade war and the balanced trade-monetary theory

صفحه 81-95

Saeid Tajdini، Amir Hamooni، Jamal Maghsoudi، Farzad Jafari، Majid Lotfi Ghahroud

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

صفحه 97-112

Farshid Mehrdoust، Idin Noorani، Mahdi Khavari

Network centrality and portfolio optimization using the genetic algorithm

صفحه 113-139

Asghar Abolhasani Hastiany، Alireza Zamanpour

Modeling of mortgage-backed securities based on stochastic processes

صفحه 141-154

Mehrdokht Khani، Abdolsadeh Neisy

Portfolio selection by a non-radial DEA model: It’s application in Tehran stock exchange (TSE)

صفحه 155-164

Hadi Bagherzadeh Valami

Modeling the block trades premium: focusing on refining and petrochemical companies

صفحه 165-185

Mehran Kaviani، Ali Mohammad Ghanbari، Moslem Peymany