Keyword Index
A
  • Accrual and Real Earnings Management Earnings Quality, Leverage Deficit (Surplus), and Financing Policy in companies listed in Tehran Stock Exchange [Volume 8, Issue 32, 2019, Pages 151-170]
  • Active stock portfolio optimization Presentation of a model for the active optimization of stock portfolios using value at risk exposure; Application of Convergence Variance Difference Models Approach Based on Algorithm DE Approach [Volume 8, Issue 30, 2019, Pages 37-50]
  • Adjusted Markowitz Portfolio optimization using MCDM methods with the use of Canslim criteria and measures of performance evaluation [Volume 8, Issue 31, 2019, Pages 339-354]
  • Analyst_Revision predicted profit on the possibility of revision in profit prediction [Volume 8, Issue 31, 2019, Pages 49-70]
  • Analytical Hierarchy Technique Identification and Rating of Financing Criteria through Assets Securitization in Bank Keshavarzi [Volume 8, Issue 30, 2019, Pages 383-402]
  • ANN Day-ahead stock price forecasting using hybrid model [Volume 8, Issue 30, 2019, Pages 313-328]
  • ARMA-EGARCH Day-ahead stock price forecasting using hybrid model [Volume 8, Issue 30, 2019, Pages 313-328]
  • Artificial Neural Network Promotion of Effective Level of Investment Management in Iran Capital Market using Artificial Neural Network and Fuzzy Logic [Volume 8, Issue 31, 2019, Pages 285-316]
  • Asset fluctuation Impact of Buffer capital changes on banks portfolio risk changes [Volume 8, Issue 32, 2019, Pages 271-290]
  • Asset Pricing Speculative bubble and stock return [Volume 8, Issue 29, 2019, Pages 159-170]
  • Assets Securitization Identification and Rating of Financing Criteria through Assets Securitization in Bank Keshavarzi [Volume 8, Issue 30, 2019, Pages 383-402]
  • Asymmetric Strategies Analyzing profitable strategies on option market - evidence from the gold coin option contracts on the Iran mercantile exchange [Volume 8, Issue 30, 2019, Pages 93-114]
B
  • Balanced financial approach Investigating specific cases on the balance sheet approach of financing from the point of view of agency theory [Volume 8, Issue 29, 2019, Pages 297-314]
  • Bank Default risk Investigating the relationship between Default risk of banks and risk-return of their stocks in Tehran Stock Exchange [Volume 8, Issue 29, 2019, Pages 241-256]
  • Banking Industry Presenting a model identification and prioritize for customer preferences in selecting banks and do invest based on grounded theory method and structural equation modeling (case study: Iran’s banking industry) [Volume 8, Issue 30, 2019, Pages 355-382]
  • Behavioral Finance The Impact of Investor’s Perception of Risk on Portfolio Management (Case Study: Active Investor’s Mashhad Stock brokers) [Volume 8, Issue 30, 2019, Pages 73-92]
  • Behavioral Finance The effect of financial literacy on Machiavellian personality of Tehran exchange market investors [Volume 8, Issue 30, 2019, Pages 229-250]
  • Behavioral financial Comparative study of the behavior of investors in equity portfolio (Classic financial approach or behavioral finance approach) [Volume 8, Issue 29, 2019, Pages 101-114]
  • Block Maxima Method Financial risk assessment based on Extreme Value Theory and instantaneous data of Tehran Stock Exchange Index [Volume 8, Issue 32, 2019, Pages 51-66]
  • Board independence Investigating specific cases on the balance sheet approach of financing from the point of view of agency theory [Volume 8, Issue 29, 2019, Pages 297-314]
  • Board size Investigating specific cases on the balance sheet approach of financing from the point of view of agency theory [Volume 8, Issue 29, 2019, Pages 297-314]
  • Buffer capital Impact of Buffer capital changes on banks portfolio risk changes [Volume 8, Issue 32, 2019, Pages 271-290]
  • Business Cycle Impact of Buffer capital changes on banks portfolio risk changes [Volume 8, Issue 32, 2019, Pages 271-290]
  • BWM Evaluating and Prioritizing of the Risk of Money Laundering Criteria (Case Study: Refah Bank) [Volume 8, Issue 31, 2019, Pages 209-224]
C
  • Call Option Analyzing profitable strategies on option market - evidence from the gold coin option contracts on the Iran mercantile exchange [Volume 8, Issue 30, 2019, Pages 93-114]
  • CANSLIM Portfolio optimization using MCDM methods with the use of Canslim criteria and measures of performance evaluation [Volume 8, Issue 31, 2019, Pages 339-354]
  • Capital Assets Pricing Tests pricing Capital assets with the approach of some value with the use of derivatives [Volume 8, Issue 31, 2019, Pages 127-142]
  • Cardinality constraint Fuzzy Portfolio Optimization using Meta-heuristic Unconscious Search Algorithm [Volume 8, Issue 32, 2019, Pages 251-270]
  • Christofferssen test Investigating the Power of Explaining Spectral, Coherent, Deviation and Artificial Neural Networks risk criterias and Their Application in Selecting the Optimal Investment Basket in Tehran Stock Exchange [Volume 8, Issue 30, 2019, Pages 287-312]
  • Clark-Ocone formula Option Hedging in Jump-Diffusion Markets by Malliavin Calculus [Volume 8, Issue 31, 2019, Pages 165-174]
  • Classic financial Comparative study of the behavior of investors in equity portfolio (Classic financial approach or behavioral finance approach) [Volume 8, Issue 29, 2019, Pages 101-114]
  • Classic Model Discuss Optimal Portfolio Efficiency in terms of Kurtosis Model in Phase environment [Volume 8, Issue 31, 2019, Pages 249-264]
  • Coherent risk Investigating the Power of Explaining Spectral, Coherent, Deviation and Artificial Neural Networks risk criterias and Their Application in Selecting the Optimal Investment Basket in Tehran Stock Exchange [Volume 8, Issue 30, 2019, Pages 287-312]
  • Column generation Solving portfolio selection problem using Dantzig-Wolfe algorithm [Volume 8, Issue 30, 2019, Pages 1-18]
  • Companies active in the stock market Cultural factors and risk-taking power of investment companies in Iran's stock exchange [Volume 8, Issue 30, 2019, Pages 153-172]
  • Company size Different Effect of Corporate size on The Relationship Between conventional Returns, unconventional Returns and Heterogeneous Investor Beliefs [Volume 8, Issue 31, 2019, Pages 143-164]
  • Competitive pressure A classification model of factors affecting application of corporate venture capital strategy: An Interpretive Structural Modeling approach [Volume 8, Issue 31, 2019, Pages 265-284]
  • Conditional Value at Risk Estimating Conditional Value at Risk (CVaR) with consideration the robust of the measure based on robust Cipra method [Volume 8, Issue 30, 2019, Pages 173-190]
  • Convex space Solving portfolio selection problem using Dantzig-Wolfe algorithm [Volume 8, Issue 30, 2019, Pages 1-18]
  • Corporate Venture Capital A classification model of factors affecting application of corporate venture capital strategy: An Interpretive Structural Modeling approach [Volume 8, Issue 31, 2019, Pages 265-284]
  • Cost of Equity Investigate the Relationship between Financial Development and Cost of Equity [Volume 8, Issue 31, 2019, Pages 95-110]
  • Cultural Factors Cultural factors and risk-taking power of investment companies in Iran's stock exchange [Volume 8, Issue 30, 2019, Pages 153-172]
  • Customers' preferences Presenting a model identification and prioritize for customer preferences in selecting banks and do invest based on grounded theory method and structural equation modeling (case study: Iran’s banking industry) [Volume 8, Issue 30, 2019, Pages 355-382]
D
  • Dantzig-Wolf algorithm Solving portfolio selection problem using Dantzig-Wolfe algorithm [Volume 8, Issue 30, 2019, Pages 1-18]
  • DE approach Presentation of a model for the active optimization of stock portfolios using value at risk exposure; Application of Convergence Variance Difference Models Approach Based on Algorithm DE Approach [Volume 8, Issue 30, 2019, Pages 37-50]
  • Debt financing Earnings Quality, Leverage Deficit (Surplus), and Financing Policy in companies listed in Tehran Stock Exchange [Volume 8, Issue 32, 2019, Pages 151-170]
  • Delphi method Identification, describing & prioritization of operational risk management execution obstacles in Iranian banks [Volume 8, Issue 32, 2019, Pages 171-194]
  • Delphi Technique Identification and Rating of Financing Criteria through Assets Securitization in Bank Keshavarzi [Volume 8, Issue 30, 2019, Pages 383-402]
  • Demographic characteristics The Demographical Factors Role in Explanation of Retail Investors’ Financial Risk-Tolerance and Their Risk-Taking Behavior [Volume 8, Issue 32, 2019, Pages 217-234]
  • Dempster-Schaeffer theory Stock Portfolio Selection Using Dempster-Shafer Evidence Theory [Volume 8, Issue 32, 2019, Pages 109-128]
  • Derivatives Tests pricing Capital assets with the approach of some value with the use of derivatives [Volume 8, Issue 31, 2019, Pages 127-142]
  • Deviation risk Investigating the Power of Explaining Spectral, Coherent, Deviation and Artificial Neural Networks risk criterias and Their Application in Selecting the Optimal Investment Basket in Tehran Stock Exchange [Volume 8, Issue 30, 2019, Pages 287-312]
  • Discretionary Accruals Information Environment and Earnings Management in Companies to Dual Holdings [Volume 8, Issue 29, 2019, Pages 215-332]
  • Dual Holding Information Environment and Earnings Management in Companies to Dual Holdings [Volume 8, Issue 29, 2019, Pages 215-332]
  • Dungeon Kruger's effect Financial management and Dungeon Kruger's (self-help) [Volume 8, Issue 30, 2019, Pages 139-152]
E
  • Earnings Quality Earnings Quality, Leverage Deficit (Surplus), and Financing Policy in companies listed in Tehran Stock Exchange [Volume 8, Issue 32, 2019, Pages 151-170]
  • Economic cycles Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies [Volume 8, Issue 29, 2019, Pages 189-206]
  • Economic growth The Effects of Governmental Monetary Policy Changes on Investment in Islamic Countries [Volume 8, Issue 32, 2019, Pages 21-36]
  • Economic Uncertainty Economic policy uncertainty, banks’ lending decisions [Volume 8, Issue 32, 2019, Pages 315-330]
  • E-GARCH Model Financial risk assessment based on Extreme Value Theory and instantaneous data of Tehran Stock Exchange Index [Volume 8, Issue 32, 2019, Pages 51-66]
  • Emerging markets Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies [Volume 8, Issue 29, 2019, Pages 189-206]
  • Entropy The Fuzzy Mean-Entropy Portfolio Model : Sensitivity Analysis, Transaction Costs Based on Credibility Theory [Volume 8, Issue 29, 2019, Pages 257-274]
  • Environmental turbulence A classification model of factors affecting application of corporate venture capital strategy: An Interpretive Structural Modeling approach [Volume 8, Issue 31, 2019, Pages 265-284]
  • Equity Financing Earnings Quality, Leverage Deficit (Surplus), and Financing Policy in companies listed in Tehran Stock Exchange [Volume 8, Issue 32, 2019, Pages 151-170]
  • Exchange rate prediction Application of Geometric Brownian motion in prediction of gold price and currency rate [Volume 8, Issue 30, 2019, Pages 251-270]
  • Exchange rates Investigating the Short-Term and Long-Term Effects of Real Currency Value on Iran's Stock Exchange [Volume 8, Issue 32, 2019, Pages 291-314]
  • Exchange-Traded Funds The ranking of Exchange-Trade Funds (ETFs); Applying the parametric value at risk approach [Volume 8, Issue 31, 2019, Pages 193-208]
  • Exotic Option Installment Option Valuation by Least Squares with Checking the Solution Convergence [Volume 8, Issue 32, 2019, Pages 87-108]
  • Expert system Developing an expert system to create and rebalance investment portfolio, using technical analysis [Volume 8, Issue 29, 2019, Pages 31-44]
  • External venturing A classification model of factors affecting application of corporate venture capital strategy: An Interpretive Structural Modeling approach [Volume 8, Issue 31, 2019, Pages 265-284]
  • Extreme Value Theory Financial risk assessment based on Extreme Value Theory and instantaneous data of Tehran Stock Exchange Index [Volume 8, Issue 32, 2019, Pages 51-66]
F
  • Factor analysis The Demographical Factors Role in Explanation of Retail Investors’ Financial Risk-Tolerance and Their Risk-Taking Behavior [Volume 8, Issue 32, 2019, Pages 217-234]
  • Factor Models Statistical Arbitrage Strategy Based on Factor Models of Prices in Iran's stock exchange market [Volume 8, Issue 32, 2019, Pages 37-50]
  • Factors Affecting Finance through Assets Securitization Clarification of the Factors Affecting Finance through Assets Securitization to the Agricultural Bank [Volume 8, Issue 31, 2019, Pages 273-392]
  • Fama and French Model Speculative bubble and stock return [Volume 8, Issue 29, 2019, Pages 159-170]
  • Fama & French model An Evaluation of Mutual Funds Performance in Iranian Capital Market by combining Market Timing Models with the Fama and French three Factor Model [Volume 8, Issue 31, 2019, Pages 175-192]
  • Financial Constraint Relationship between Financial Constraint and Investment Efficiency and Working Capital Strategy [Volume 8, Issue 32, 2019, Pages 129-150]
  • Financial Decision The effect of financial literacy on Machiavellian personality of Tehran exchange market investors [Volume 8, Issue 30, 2019, Pages 229-250]
  • Financial Development Investigate the Relationship between Financial Development and Cost of Equity [Volume 8, Issue 31, 2019, Pages 95-110]
  • Financial Literacy The effect of financial literacy on Machiavellian personality of Tehran exchange market investors [Volume 8, Issue 30, 2019, Pages 229-250]
  • Financial management Role of Investment Opportunities Set (IOS) in Companies Financing Policy [Volume 8, Issue 29, 2019, Pages 83-100]
  • Financial Ratios Ranking P/E Predictor Factors In Tehran Stock Exchange With Using The Harmony Search Meta Heuristic Algorithm [Volume 8, Issue 29, 2019, Pages 67-82]
  • Financing Clarification of the Factors Affecting Finance through Assets Securitization to the Agricultural Bank [Volume 8, Issue 31, 2019, Pages 273-392]
  • Financing The relationship between financing variables, the ratio of R & D to operating profit and corporate financial crisis [Volume 8, Issue 32, 2019, Pages 195-216]
  • Financing Criteria Identification and Rating of Financing Criteria through Assets Securitization in Bank Keshavarzi [Volume 8, Issue 30, 2019, Pages 383-402]
  • Financing policy Role of Investment Opportunities Set (IOS) in Companies Financing Policy [Volume 8, Issue 29, 2019, Pages 83-100]
  • Firm Size Speculative bubble and stock return [Volume 8, Issue 29, 2019, Pages 159-170]
  • Forecasting Designing a Hybrid Intelligent Model for Prediction of Stock Price Golden Points [Volume 8, Issue 29, 2019, Pages 45-66]
  • Forecasting Day-ahead stock price forecasting using hybrid model [Volume 8, Issue 30, 2019, Pages 313-328]
  • Forecast_Revision predicted profit on the possibility of revision in profit prediction [Volume 8, Issue 31, 2019, Pages 49-70]
  • Fourth Industrial Revolution Development of a Suitable Readiness Assessment Framework for Firms and Industrial Parks for the Adoption of the Fundamental Components of the Fourth Industrial Revolution (I4.0) and Investment Development [Volume 8, Issue 31, 2019, Pages 23-48]
  • Fuzzy Logic Promotion of Effective Level of Investment Management in Iran Capital Market using Artificial Neural Network and Fuzzy Logic [Volume 8, Issue 31, 2019, Pages 285-316]
  • Fuzzy Portfolio Fuzzy Portfolio Optimization using Meta-heuristic Unconscious Search Algorithm [Volume 8, Issue 32, 2019, Pages 251-270]
  • Fuzzy portfolio optimization Fuzzy portfolio selection under down risk measure by hybrid intelligent algorithm [Volume 8, Issue 30, 2019, Pages 329-354]
G
  • Game theory A game-theoretical approach to evaluating foreign direct investment in the manufacturing sector due to the economic and social index [Volume 8, Issue 31, 2019, Pages 71-94]
  • GARCH-Copula models The oil and gold global market interaction on the stock market of Iran; the GARCH-Copula approach [Volume 8, Issue 30, 2019, Pages 211-228]
  • GARCH Family Estimating Conditional Value at Risk (CVaR) with consideration the robust of the measure based on robust Cipra method [Volume 8, Issue 30, 2019, Pages 173-190]
  • Garch model Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies [Volume 8, Issue 29, 2019, Pages 189-206]
  • Genetic algorithm Developing an expert system to create and rebalance investment portfolio, using technical analysis [Volume 8, Issue 29, 2019, Pages 31-44]
  • Genetic algorithm Promotion of Effective Level of Investment Management in Iran Capital Market using Artificial Neural Network and Fuzzy Logic [Volume 8, Issue 31, 2019, Pages 285-316]
  • Geometric Brownian Motion Application of Geometric Brownian motion in prediction of gold price and currency rate [Volume 8, Issue 30, 2019, Pages 251-270]
  • Gold coin price prediction Application of Geometric Brownian motion in prediction of gold price and currency rate [Volume 8, Issue 30, 2019, Pages 251-270]
  • Government Bonds The Effects of Governmental Monetary Policy Changes on Investment in Islamic Countries [Volume 8, Issue 32, 2019, Pages 21-36]
  • Granger Causality Test Evaluating the Relationship between Tehran Stock Exchange and Istanbul Stock Exchange: Causality and Co-Integration [Volume 8, Issue 29, 2019, Pages 1-12]
H
  • Hedging strategy Option Hedging in Jump-Diffusion Markets by Malliavin Calculus [Volume 8, Issue 31, 2019, Pages 165-174]
  • Holding Companies Studying the Factors Affecting on the Investment Management in Holding Companies [Volume 8, Issue 32, 2019, Pages 331-346]
  • HS (Harmony) algorithm (HS) Ranking P/E Predictor Factors In Tehran Stock Exchange With Using The Harmony Search Meta Heuristic Algorithm [Volume 8, Issue 29, 2019, Pages 67-82]
I
  • Ichimoku cloud Investigating the Utility of Ichimoku Oscillator-Based Trading Strategies in Tehran Stock Exchange [Volume 8, Issue 32, 2019, Pages 67-86]
  • Income diversification Impact of Buffer capital changes on banks portfolio risk changes [Volume 8, Issue 32, 2019, Pages 271-290]
  • Industry 4.0 Development of a Suitable Readiness Assessment Framework for Firms and Industrial Parks for the Adoption of the Fundamental Components of the Fourth Industrial Revolution (I4.0) and Investment Development [Volume 8, Issue 31, 2019, Pages 23-48]
  • Industry 4.0 Assessment Process Model Development of a Suitable Readiness Assessment Framework for Firms and Industrial Parks for the Adoption of the Fundamental Components of the Fourth Industrial Revolution (I4.0) and Investment Development [Volume 8, Issue 31, 2019, Pages 23-48]
  • Industry 4.0 Readiness Criteria Development of a Suitable Readiness Assessment Framework for Firms and Industrial Parks for the Adoption of the Fundamental Components of the Fourth Industrial Revolution (I4.0) and Investment Development [Volume 8, Issue 31, 2019, Pages 23-48]
  • Installment Option Installment Option Valuation by Least Squares with Checking the Solution Convergence [Volume 8, Issue 32, 2019, Pages 87-108]
  • Institutional investors Investigating specific cases on the balance sheet approach of financing from the point of view of agency theory [Volume 8, Issue 29, 2019, Pages 297-314]
  • Intention to Investment The effect of the brand on investor behavior and perceived risk as Mediate [Volume 8, Issue 32, 2019, Pages 235-250]
  • Interest rate The Effects of Governmental Monetary Policy Changes on Investment in Islamic Countries [Volume 8, Issue 32, 2019, Pages 21-36]
  • Interpretive Structural Modeling A classification model of factors affecting application of corporate venture capital strategy: An Interpretive Structural Modeling approach [Volume 8, Issue 31, 2019, Pages 265-284]
  • Investment Efficiency The investigation of the effect of risk disclosure on investment efficiency of accepted companies in Tehran stock exchange [Volume 8, Issue 31, 2019, Pages 355-372]
  • Investment Efficiency Relationship between Financial Constraint and Investment Efficiency and Working Capital Strategy [Volume 8, Issue 32, 2019, Pages 129-150]
  • Investment Management Promotion of Effective Level of Investment Management in Iran Capital Market using Artificial Neural Network and Fuzzy Logic [Volume 8, Issue 31, 2019, Pages 285-316]
  • Investor based-brand equity The effect of the brand on investor behavior and perceived risk as Mediate [Volume 8, Issue 32, 2019, Pages 235-250]
  • Iran's Stock Exchange Cultural factors and risk-taking power of investment companies in Iran's stock exchange [Volume 8, Issue 30, 2019, Pages 153-172]
  • Istanbul Stock Exchange Evaluating the Relationship between Tehran Stock Exchange and Istanbul Stock Exchange: Causality and Co-Integration [Volume 8, Issue 29, 2019, Pages 1-12]
J
  • Jump diffusion market Option Hedging in Jump-Diffusion Markets by Malliavin Calculus [Volume 8, Issue 31, 2019, Pages 165-174]
K
  • Kupiec test Investigating the Power of Explaining Spectral, Coherent, Deviation and Artificial Neural Networks risk criterias and Their Application in Selecting the Optimal Investment Basket in Tehran Stock Exchange [Volume 8, Issue 30, 2019, Pages 287-312]
  • Kurtosis Model Discuss Optimal Portfolio Efficiency in terms of Kurtosis Model in Phase environment [Volume 8, Issue 31, 2019, Pages 249-264]
L
  • Lag (ARDL) Investigating the Short-Term and Long-Term Effects of Real Currency Value on Iran's Stock Exchange [Volume 8, Issue 32, 2019, Pages 291-314]
  • League championship algorithm Extracting Stock Multi-order Rules via Employing a Network Structure and Backward Q-Learning [Volume 8, Issue 30, 2019, Pages 115-138]
  • Least Square Installment Option Valuation by Least Squares with Checking the Solution Convergence [Volume 8, Issue 32, 2019, Pages 87-108]
  • Leverage deficit Earnings Quality, Leverage Deficit (Surplus), and Financing Policy in companies listed in Tehran Stock Exchange [Volume 8, Issue 32, 2019, Pages 151-170]
  • Listed Pharmaceutical Companies in the OTC and Stock Market of Iran Network Analysis of Stock Prices Case Study: Listed Pharmaceutical Companies in the OTC and Stock Market of Iran [Volume 8, Issue 29, 2019, Pages 171-188]
M
  • Machiavellian personality The effect of financial literacy on Machiavellian personality of Tehran exchange market investors [Volume 8, Issue 30, 2019, Pages 229-250]
  • Malliavin calculus Option Hedging in Jump-Diffusion Markets by Malliavin Calculus [Volume 8, Issue 31, 2019, Pages 165-174]
  • Markowitz investment theory The Investigating of Exchange Rate Volatility Impact on Stock Market Price Efficiency and Optimization of Investment Portfolio [Volume 8, Issue 31, 2019, Pages 225-248]
  • Markowitz Model Promotion of Effective Level of Investment Management in Iran Capital Market using Artificial Neural Network and Fuzzy Logic [Volume 8, Issue 31, 2019, Pages 285-316]
  • MGARCH multivariate models The Investigating of Exchange Rate Volatility Impact on Stock Market Price Efficiency and Optimization of Investment Portfolio [Volume 8, Issue 31, 2019, Pages 225-248]
  • Micro investors The Demographical Factors Role in Explanation of Retail Investors’ Financial Risk-Tolerance and Their Risk-Taking Behavior [Volume 8, Issue 32, 2019, Pages 217-234]
  • Momentum Speculative bubble and stock return [Volume 8, Issue 29, 2019, Pages 159-170]
  • Monetary policy The Effects of Governmental Monetary Policy Changes on Investment in Islamic Countries [Volume 8, Issue 32, 2019, Pages 21-36]
  • Monte Carlo simulation Installment Option Valuation by Least Squares with Checking the Solution Convergence [Volume 8, Issue 32, 2019, Pages 87-108]
  • Moving average Investigating the Utility of Ichimoku Oscillator-Based Trading Strategies in Tehran Stock Exchange [Volume 8, Issue 32, 2019, Pages 67-86]
  • Multi-criteria decision making Portfolio optimization using MCDM methods with the use of Canslim criteria and measures of performance evaluation [Volume 8, Issue 31, 2019, Pages 339-354]
  • Multi-order rule Extracting Stock Multi-order Rules via Employing a Network Structure and Backward Q-Learning [Volume 8, Issue 30, 2019, Pages 115-138]
N
  • Natural selection The Application of Ecology Theories in Finance [Volume 8, Issue 29, 2019, Pages 137-158]
  • Network analysis Network Analysis of Stock Prices Case Study: Listed Pharmaceutical Companies in the OTC and Stock Market of Iran [Volume 8, Issue 29, 2019, Pages 171-188]
O
  • Oil Revenues Investigating the Short-Term and Long-Term Effects of Real Currency Value on Iran's Stock Exchange [Volume 8, Issue 32, 2019, Pages 291-314]
  • Operating profit The relationship between financing variables, the ratio of R & D to operating profit and corporate financial crisis [Volume 8, Issue 32, 2019, Pages 195-216]
  • Operational risk management Identification, describing & prioritization of operational risk management execution obstacles in Iranian banks [Volume 8, Issue 32, 2019, Pages 171-194]
  • Operational risk management obstacles Identification, describing & prioritization of operational risk management execution obstacles in Iranian banks [Volume 8, Issue 32, 2019, Pages 171-194]
  • Operational risks Identification, describing & prioritization of operational risk management execution obstacles in Iranian banks [Volume 8, Issue 32, 2019, Pages 171-194]
  • Optimization Fuzzy Portfolio Optimization using Meta-heuristic Unconscious Search Algorithm [Volume 8, Issue 32, 2019, Pages 251-270]
  • Optimum Portfolio A Pattern for Portfolio Optimization in A Speculative Bubble Condition According to Mental Accounting [Volume 8, Issue 30, 2019, Pages 191-210]
  • Optimum Portfolio Discuss Optimal Portfolio Efficiency in terms of Kurtosis Model in Phase environment [Volume 8, Issue 31, 2019, Pages 249-264]
  • Ownership concentration Investigating specific cases on the balance sheet approach of financing from the point of view of agency theory [Volume 8, Issue 29, 2019, Pages 297-314]
P
  • Perceived Risk The effect of the brand on investor behavior and perceived risk as Mediate [Volume 8, Issue 32, 2019, Pages 235-250]
  • Political connections The Impact of Political Connections on Stock Price Crash Risk with an Emphasize on Product Market Competition in Tehran Stock Exchange listed companies [Volume 8, Issue 29, 2019, Pages 275-296]
  • Portfolio selection problem Solving portfolio selection problem using Dantzig-Wolfe algorithm [Volume 8, Issue 30, 2019, Pages 1-18]
  • Predicated Risk Discuss Optimal Portfolio Efficiency in terms of Kurtosis Model in Phase environment [Volume 8, Issue 31, 2019, Pages 249-264]
  • Predicated Yield Discuss Optimal Portfolio Efficiency in terms of Kurtosis Model in Phase environment [Volume 8, Issue 31, 2019, Pages 249-264]
  • Product Market Competition The Impact of Political Connections on Stock Price Crash Risk with an Emphasize on Product Market Competition in Tehran Stock Exchange listed companies [Volume 8, Issue 29, 2019, Pages 275-296]
  • Promethee Portfolio optimization using MCDM methods with the use of Canslim criteria and measures of performance evaluation [Volume 8, Issue 31, 2019, Pages 339-354]
Q
  • Quarterly_Error predicted profit on the possibility of revision in profit prediction [Volume 8, Issue 31, 2019, Pages 49-70]
R
  • Ranking Ranking P/E Predictor Factors In Tehran Stock Exchange With Using The Harmony Search Meta Heuristic Algorithm [Volume 8, Issue 29, 2019, Pages 67-82]
  • Ranking Stock Portfolio Selection Using Dempster-Shafer Evidence Theory [Volume 8, Issue 32, 2019, Pages 109-128]
  • Real options Role of Investment Opportunities Set (IOS) in Companies Financing Policy [Volume 8, Issue 29, 2019, Pages 83-100]
  • Real Value of money Investigating the Short-Term and Long-Term Effects of Real Currency Value on Iran's Stock Exchange [Volume 8, Issue 32, 2019, Pages 291-314]
  • Refah Bank Evaluating and Prioritizing of the Risk of Money Laundering Criteria (Case Study: Refah Bank) [Volume 8, Issue 31, 2019, Pages 209-224]
  • Reinforcement learning Extracting Stock Multi-order Rules via Employing a Network Structure and Backward Q-Learning [Volume 8, Issue 30, 2019, Pages 115-138]
  • Residual risk Option Hedging in Jump-Diffusion Markets by Malliavin Calculus [Volume 8, Issue 31, 2019, Pages 165-174]
  • Return predicted profit on the possibility of revision in profit prediction [Volume 8, Issue 31, 2019, Pages 49-70]
  • Risk Presentation of a model for the active optimization of stock portfolios using value at risk exposure; Application of Convergence Variance Difference Models Approach Based on Algorithm DE Approach [Volume 8, Issue 30, 2019, Pages 37-50]
  • Risk The Impact of Investor’s Perception of Risk on Portfolio Management (Case Study: Active Investor’s Mashhad Stock brokers) [Volume 8, Issue 30, 2019, Pages 73-92]
  • Risks and hardships A game-theoretical approach to evaluating foreign direct investment in the manufacturing sector due to the economic and social index [Volume 8, Issue 31, 2019, Pages 71-94]
  • Risk taking The Demographical Factors Role in Explanation of Retail Investors’ Financial Risk-Tolerance and Their Risk-Taking Behavior [Volume 8, Issue 32, 2019, Pages 217-234]
  • Risk tolerance level The Demographical Factors Role in Explanation of Retail Investors’ Financial Risk-Tolerance and Their Risk-Taking Behavior [Volume 8, Issue 32, 2019, Pages 217-234]
  • Robust Cipra method Estimating Conditional Value at Risk (CVaR) with consideration the robust of the measure based on robust Cipra method [Volume 8, Issue 30, 2019, Pages 173-190]
S
  • Scenario analysis Application of stress test models in risk management [Volume 8, Issue 29, 2019, Pages 115-136]
  • Securitization Clarification of the Factors Affecting Finance through Assets Securitization to the Agricultural Bank [Volume 8, Issue 31, 2019, Pages 273-392]
  • Self-esteem Financial management and Dungeon Kruger's (self-help) [Volume 8, Issue 30, 2019, Pages 139-152]
  • SEM Studying the Factors Affecting on the Investment Management in Holding Companies [Volume 8, Issue 32, 2019, Pages 331-346]
  • Semi-absolute deviation Fuzzy Portfolio Optimization using Meta-heuristic Unconscious Search Algorithm [Volume 8, Issue 32, 2019, Pages 251-270]
  • Sensitivity analysis The Fuzzy Mean-Entropy Portfolio Model : Sensitivity Analysis, Transaction Costs Based on Credibility Theory [Volume 8, Issue 29, 2019, Pages 257-274]
  • Sharp Ratio Investigating the Utility of Ichimoku Oscillator-Based Trading Strategies in Tehran Stock Exchange [Volume 8, Issue 32, 2019, Pages 67-86]
  • Spectral risk Investigating the Power of Explaining Spectral, Coherent, Deviation and Artificial Neural Networks risk criterias and Their Application in Selecting the Optimal Investment Basket in Tehran Stock Exchange [Volume 8, Issue 30, 2019, Pages 287-312]
  • Statistical Arbitrage Statistical Arbitrage Strategy Based on Factor Models of Prices in Iran's stock exchange market [Volume 8, Issue 32, 2019, Pages 37-50]
  • Stochastic Differential Equations Application of Geometric Brownian motion in prediction of gold price and currency rate [Volume 8, Issue 30, 2019, Pages 251-270]
  • Stock Investors The effect of financial literacy on Machiavellian personality of Tehran exchange market investors [Volume 8, Issue 30, 2019, Pages 229-250]
  • Stock Market Development and Banking Development Investigate the Relationship between Financial Development and Cost of Equity [Volume 8, Issue 31, 2019, Pages 95-110]
  • Stock Market Volatility Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies [Volume 8, Issue 29, 2019, Pages 189-206]
  • Stock Price Network Analysis of Stock Prices Case Study: Listed Pharmaceutical Companies in the OTC and Stock Market of Iran [Volume 8, Issue 29, 2019, Pages 171-188]
  • Stock Price Crash Risk The Impact of Political Connections on Stock Price Crash Risk with an Emphasize on Product Market Competition in Tehran Stock Exchange listed companies [Volume 8, Issue 29, 2019, Pages 275-296]
  • Stock Return Heavenly Bodies and the Performance of the Tehran Stock Exchange [Volume 8, Issue 29, 2019, Pages 225-240]
  • Stock Return Investigating the relationship between Default risk of banks and risk-return of their stocks in Tehran Stock Exchange [Volume 8, Issue 29, 2019, Pages 241-256]
  • Stress test Application of stress test models in risk management [Volume 8, Issue 29, 2019, Pages 115-136]
  • Structural Equation Modelling-Partial Least Squares The effect of the brand on investor behavior and perceived risk as Mediate [Volume 8, Issue 32, 2019, Pages 235-250]
  • Symmetric Strategies Analyzing profitable strategies on option market - evidence from the gold coin option contracts on the Iran mercantile exchange [Volume 8, Issue 30, 2019, Pages 93-114]
T
  • Tax A game-theoretical approach to evaluating foreign direct investment in the manufacturing sector due to the economic and social index [Volume 8, Issue 31, 2019, Pages 71-94]
  • Technical Analysis Developing an expert system to create and rebalance investment portfolio, using technical analysis [Volume 8, Issue 29, 2019, Pages 31-44]
  • Technical Analysis Extracting Stock Multi-order Rules via Employing a Network Structure and Backward Q-Learning [Volume 8, Issue 30, 2019, Pages 115-138]
  • Technical Analysis Investigating the Utility of Ichimoku Oscillator-Based Trading Strategies in Tehran Stock Exchange [Volume 8, Issue 32, 2019, Pages 67-86]
  • Tehran Stock Exchange Evaluating the Relationship between Tehran Stock Exchange and Istanbul Stock Exchange: Causality and Co-Integration [Volume 8, Issue 29, 2019, Pages 1-12]
  • Tehran Stock Exchange Heavenly Bodies and the Performance of the Tehran Stock Exchange [Volume 8, Issue 29, 2019, Pages 225-240]
  • Tehran stock market The oil and gold global market interaction on the stock market of Iran; the GARCH-Copula approach [Volume 8, Issue 30, 2019, Pages 211-228]
  • TGARCH model Heavenly Bodies and the Performance of the Tehran Stock Exchange [Volume 8, Issue 29, 2019, Pages 225-240]
  • Theory of constraint Test of effect the rational speculative bubbles and the political cycle based based on the theory of constraint on the rate of return in selected companies of the Tehran Capital Market [Volume 8, Issue 32, 2019, Pages 1-20]
  • Theory of contracts Role of Investment Opportunities Set (IOS) in Companies Financing Policy [Volume 8, Issue 29, 2019, Pages 83-100]
  • Theory of investment opportunities set Role of Investment Opportunities Set (IOS) in Companies Financing Policy [Volume 8, Issue 29, 2019, Pages 83-100]
  • Traditional beta Investigating the relationship between Default risk of banks and risk-return of their stocks in Tehran Stock Exchange [Volume 8, Issue 29, 2019, Pages 241-256]
U
  • Undirected weighted network Investigating of effect herding behavior types among analysts on stock price by network analysis in Tehran Stock Exchange [Volume 8, Issue 30, 2019, Pages 19-36]
V
  • Value at risk Dependence structure between Iranian financial system’s sub sectors: a vine copula approach [Volume 8, Issue 30, 2019, Pages 51-72]
  • Value at risk Estimating Conditional Value at Risk (CVaR) with consideration the robust of the measure based on robust Cipra method [Volume 8, Issue 30, 2019, Pages 173-190]
  • Value at risk The ranking of Exchange-Trade Funds (ETFs); Applying the parametric value at risk approach [Volume 8, Issue 31, 2019, Pages 193-208]
  • Value at risk Financial risk assessment based on Extreme Value Theory and instantaneous data of Tehran Stock Exchange Index [Volume 8, Issue 32, 2019, Pages 51-66]
  • Value Extent Tests pricing Capital assets with the approach of some value with the use of derivatives [Volume 8, Issue 31, 2019, Pages 127-142]
  • Value under conditional risk Presentation of a model for the active optimization of stock portfolios using value at risk exposure; Application of Convergence Variance Difference Models Approach Based on Algorithm DE Approach [Volume 8, Issue 30, 2019, Pages 37-50]
  • Variable-time conditional Variance-Covariance matrix The Investigating of Exchange Rate Volatility Impact on Stock Market Price Efficiency and Optimization of Investment Portfolio [Volume 8, Issue 31, 2019, Pages 225-248]
  • Vikor Portfolio optimization using MCDM methods with the use of Canslim criteria and measures of performance evaluation [Volume 8, Issue 31, 2019, Pages 339-354]
W
  • Wavelet Transform Day-ahead stock price forecasting using hybrid model [Volume 8, Issue 30, 2019, Pages 313-328]
  • Weighted clustering coefficient Investigating of effect herding behavior types among analysts on stock price by network analysis in Tehran Stock Exchange [Volume 8, Issue 30, 2019, Pages 19-36]
  • Working Capital Strategy Relationship between Financial Constraint and Investment Efficiency and Working Capital Strategy [Volume 8, Issue 32, 2019, Pages 129-150]