Volume 27 (2023)
Volume 26 (2022)
Volume 25 (2021)
Volume 24 (2020)
Volume 23 (2019)
Volume 22 (2018)
Volume 21 (2017)
Volume 20 (2016)
Volume 19 (2015)
Volume 18 (2014)
Volume 17 (2014)
Volume 16 (2012)
Volume 15 (2011)
Volume 14 (2010)
Volume 13 (2010)
Volume 12 (2009)
Volume 11 (2007)
Volume 10 (2006)
Volume 9 (2005)
Volume 8 (2004)
Volume 7 (2003)
Volume 6 (2002)
Volume 5 (2001)
Survey on Information Risk using Microstructure Models

reza eyvazlu; reza raei; shapour mohammadi

Volume 17, Issue 3 , September 2013, , Pages 71-85

Abstract
  Classic asset pricing models assume that distribution of information is symmetric and suppose similar trade-off between risk and return among investors. In terms of information asymmetry that some traders have private information, investors will be faced with information risk; this is the risk of trading ...  Read More

ANALYZING STOCKRETURN COMOVEMENT IN TEHRAN STOCK EXCHANGE USING APT APPROACH

pegah mazaheri far; HASSAN GHALIBAFASL; - -

Volume 16, Issue 1 , May 2012, , Pages 93-106

Abstract
  In this thesis we considered the effects of macro-economic factors on stock returns in order to estimate the risk free rate of return. For doing so, we used monthly returns of companies from 1383-1 to 1387-12.The sample of this thesis was consist of 48 companies which were present in stock market. Then ...  Read More

Mean-Semivariance Portfolio Optimization Using Harmony Search Method

- -; - -; - -

Volume 15, Issue 3 , November 2011, , Pages 105-128

Abstract
  Mean-Semivariance Portfolio Optimization Using Harmony Search Method Reza Raei1, Shapoor Mohammadi2, Hedayat Alibeiki3 1- Associate Professor, Department of Management, Faculty of Management, University of Tehran, Tehran, Iran 2- Assistant Professor, Department of Management, Faculty of Management, ...  Read More