1.

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

2.

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

صفحه 13-22
Marzieh Vahdani؛ Ali Safdari

3.

Designing an updatable long-term health insurance

صفحه 23-35
Atefeh Kanani Dizaji؛ Amir Teimour Payandeh Najafabadi؛ Mohammad Zokaei

4.

Prediction of outstanding IBNR liabilities using delay probability

صفحه 37-47
Fatemeh Atatalab؛ Amir Teimour Payandeh Najafabadi

5.

An application of stochastic approximation in simulated method of moments

صفحه 49-61
Erfan Salavati؛ Nazanin Mohseni

6.

Spectral graph embedding for dimension reduction in financial risk assessment

صفحه 63-78
Hossein Teimoori Faal؛ Meyssam Bagheri

7.

Trade war and the balanced trade-monetary theory

صفحه 81-95
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 97-112
Farshid Mehrdoust؛ Idin Noorani؛ Mahdi Khavari

9.

Network centrality and portfolio optimization using the genetic algorithm

صفحه 113-139
Asghar Abolhasani Hastiany؛ Alireza Zamanpour

10.

Modeling of mortgage-backed securities based on stochastic processes

صفحه 141-154
Mehrdokht Khani؛ Abdolsadeh Neisy

11.

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

صفحه 155-164
Hadi Bagherzadeh Valami

12.

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

صفحه 165-185
Mehran Kaviani؛ Ali Mohammad Ghanbari؛ Moslem Peymany


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