Zobrazeno 1 - 10
of 78
pro vyhledávání: '"Reza Raei"'
Autor:
Reza Raei, Alireza Najjarpour
Publikováno v:
Mathematics and Modeling in Finance, Vol 3, Iss 1, Pp 1-14 (2023)
This research has three main goals. The first goal is to investigate the contagion of the risk from the financial sector to other industries. The second objective is to examine the impact of the competitiveness of industries on the spread of the risk
Externí odkaz:
https://doaj.org/article/bd94f377953949cab96e449ecf39c230
Publikováno v:
تحقیقات مالی, Vol 25, Iss 1, Pp 1-25 (2023)
Objective: In this study, we investigated the existence of the bank lending channel (BLC) as one of the monetary transmission mechanisms and the effect of banking characteristics on this channel in the Iranian economy. Methods: The Factor-Augmented V
Externí odkaz:
https://doaj.org/article/a8ed4affcd3e48b18aa9deaaff81e1b0
Publikováno v:
Journal of Asset Management and Financing, Vol 10, Iss 3, Pp 119-142 (2022)
Given the importance of estimating stock returns, the purpose of this study was to identify the factors affecting stock returns by using the meta-analysis method. Meta-analysis is the main tool for combining results in social and behavioral research.
Externí odkaz:
https://doaj.org/article/814834cfec1044678921fe93c902fe29
Publikováno v:
تحقیقات مالی, Vol 24, Iss 2, Pp 184-213 (2022)
Objective: The purpose of this study was to apply the relative robust approach that minimizes the maximum regret to deal with the present uncertainty in the input data of the Markowitz mean-variance portfolio optimization model by reconstructing that
Externí odkaz:
https://doaj.org/article/ebb55439ac3f4b7987ef473ef35517d5
Publikováno v:
تحقیقات مالی, Vol 23, Iss 4, Pp 497-522 (2022)
Objective: Enhanced index Tracker portfolio, as one of the investment management strategies, is trying to combine the benefits of both active and passive approaches. This research is going to provide a two-stage model that can first reproduce the ind
Externí odkaz:
https://doaj.org/article/92cbf9c96c024ad09687b4c1cec2e87b
Publikováno v:
تحقیقات مالی, Vol 23, Iss 1, Pp 1-16 (2021)
Objective: Since Markowitz's (1952) pioneering work on a single-period investment model, mean-variance portfolio optimization problem has become a cornerstone of investment management in both academic and industrial fields. Despite the presence of va
Externí odkaz:
https://doaj.org/article/0c700c2af0d24e97928e904264db6c64
Publikováno v:
تحقیقات مالی, Vol 22, Iss 2, Pp 149-159 (2020)
Objective: Risk management is one of the most important areas of study in finance, and its vital role in the field has attracted the attention of managers and investors in in various sectors of the industry. Especially in recent years, with the onset
Externí odkaz:
https://doaj.org/article/9e09e30c706c4ec3b7458290cbfbffda
Publikováno v:
پزشکی بالینی ابن سینا, Vol 26, Iss 4, Pp 206-212 (2020)
Background and Objective: Stroke is the third most common cause of death in developed countries and the most common disabling neurological disease. There are several risk factors for stroke. Regarding this, the present study was conducted to investig
Externí odkaz:
https://doaj.org/article/80d0ebf534804fedb1d61c9ed3e1e0a6
Publikováno v:
Iranian Journal of Finance, Vol 3, Iss 4, Pp 60-75 (2019)
Banked based financial sector of Iran leads us to focus on the banking industry and its components. One of the important aspects of this industry is its coupling structure. In this paper, we have analyzed the collective behavior of Iran banking secto
Externí odkaz:
https://doaj.org/article/72fa45ccbd7d43aa9e822f098a70460d
Publikováno v:
تحقیقات مالی, Vol 21, Iss 1, Pp 1-18 (2019)
Objective: Based on the existing theories, many variables may affect stored corporate cash. And on the other hand, occurrence of outliers in financial variables is common. This affects the performance of statistical methods, especially variable selec
Externí odkaz:
https://doaj.org/article/aded5914d4d449ad8c0c6eb405c03930