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Evaluating and Comparing Systemic Risk and market Risk of Mutual Funds in Iran Capital market

کلیدواژه: Conditional Value at Risk,Mutual Funds,Quantile Regression,Systemic Risk

نویسندگان: Shahbazin Fereshteh, GHALIBAF ASL HASAN, Seighali Mohsen, peymani foroushani moslem

ناشر: IRANIAN JOURNAL OF FINANCE - IRANIAN JOURNAL OF FINANCE

Mutual funds are one of the most paramount investment mechanisms in financial markets. By playing a financial intermediary role, they give nonprofessionals access to professionally managed portfolios of securities and provide numerous benefits for both the capital market and investors simultaneously... ادامه

سال:2019

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مشاهده/دانلود

Modeling the market Analysis Process through the SD-DES Hybrid Simulation Approach (The Case: Mobile market of Iran)

کلیدواژه: Hybrid Simulation,System Dynamics,Discrete Event,Mobile Market,Customer Satisfaction

نویسندگان: Javidmoayed Mohsen, Toloei Eshlaghi Abas, AFSHARKAZEMI MOHAMAD ALI

ناشر: مطالعات مدیریت صنعتی - JOURNAL OF INDUSTRIAL MANAGEMENT STUDIES

Nowadays, more successful businesses are those that keep their customers satisfied and in addition to the macro level of their policies, also pay attention to the micro level and details of the market. In this article, in order to study the influential factors in the mobile phone market, the dynamic... ادامه

سال:2021

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An Evaluation of Mutual Funds Performance in Iranian Capital market by combining market Timing Models with the Fama and French three Factor Model

کلیدواژه: market-timing,security selection,combined models,mutual fund,Fama & French model

نویسندگان: Abdoh Tabrizi Hossein, asadi gharehjeloo behrang

ناشر: دانش سرمایه گذاری - INVESTMENT KNOWLEDGE

The aim of this study is to consider the combination of market timing models with Fama-French three factor model to evaluate the performance of mutual funds in Iran capital market. To follow this purpose, a sample of 12 mutual funds for the years of 2011-2015 has been chosen. At first step, active m... ادامه

سال:2019

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Reclassification Risk Management in the Health Insurance market of Iran

کلیدواژه: Health insurance,Health policy,Risk management

نویسندگان: Ghaemi Farzaneh, ASSARI ARANI ABBAS, SADEGHI HOSSEIN, AGHELI LOTFALI

ناشر: JOURNAL OF HEALTH MANAGEMENT AND INFORMATICS - JOURNAL OF HEALTH MANAGEMENT AND INFORMATICS

Introduction: Reclassification risk in the health insurance market happens when premium prices are determined based on the health level. It is necessary for insurance applicants to manage this risk due to uncertainty about the individual’ s health status in later periods. Guaranteed renewable... ادامه

سال:2021

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Liquidity, Performance, market Conditions and Redemption: Evidence From Mutual Funds in Iran

کلیدواژه: Liquidity,Market Condition,Redemption,Inflow,Mutual Fund

نویسندگان: Mahmoudi Ghahsareh Alireza, ABDOLBAGHI ABDOLMAJID, FATHI SAEED

ناشر: بورس اوراق بهادار - JOURNAL OF SECURITIES EXCHANGE

Financial resources of Mutual Funds have a very significant impact on the depth of the capital market and the behavior that the mutual fund manager's shows at the time of the purchase and sale of the asset can play a very important role in the capital market. Accordingly, And with regard to the impa... ادامه

سال:2018

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An Improved Hybrid Model with Automated Lag Selection to Forecast Stock market

کلیدواژه: Financial time series,Group method of data handling,Hybrid model,Nondominated sorting genetic algorithm II,Stock market forecasting

نویسندگان: NIKUSOKHAN MOIEN

ناشر: تحقیقات مالی - Financial Research Journal

Objective: In general, financial time series such as stock indexes have nonlinear, mutable and noisy behavior. Structural and statistical models and machine learning-based models are often unable to accurately predict series with such a behavior. Accordingly, the aim of the present study is to prese... ادامه

سال:2018

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Stock Price Manipulation in the Iran Stock market Using VAE-LSTM Hybrid Model

کلیدواژه: Capital Market,Stock price manipulation,Deep Learning,VAE-LSTM

نویسندگان: Habibzadeh Seyed Mohammadreza, Rastegar Mohammad Ail, Golami Jamkarni Reza, Chavoshi Sayyed Kazem

ناشر: چشم انداز مدیریت مالی - JOURNAL OF FINANCIAL MANAGEMENT PERSPECTIVE

Purpose: The stock market, as one of the main economic sectors of countries, plays an important role in the development and expansion of economic activity. With the development of technology and complex trading algorithms, stock manipulation has become more easily, which makes the use of tools such ... ادامه

سال:2024

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Evaluation of the Criteria of Corporate Civilizational Governance Structure in the Iranian Capital market

کلیدواژه: Corporate Civilizational Governance Structure,Adhocracy,Interpretive Ranking Proses

نویسندگان: Abshirini Elham, KHODADADI VALI, Nasiri Saeed, KHEDRI NADER

ناشر: حسابداری مدیریت - MANAGEMENT ACCOUNTING

Commercial corporations, as an undeniable necessity of protecting the resources of stakeholders, need a civilized corporate governance structure,in a way that over time can meet the information needs and expectations of stakeholders. Corporate Governance Civilization is considered as a structural ke... ادامه

سال:2023

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Assessment Of Portfolio Management Skills In Iranian Capital market Mutual Funds: Baysian Model Averaging Approach

کلیدواژه: Mutual Fund,Securities Portfolio Management,Market Timing,Security Selection,Panel Regression,Time Series Regression,Baysian Model Averaging

نویسندگان: asadi gharehjeloo behrang, Abdo Tabrizi Hossein

ناشر: پژوهش های برنامه و توسعه - Journal of Program & Development Research

Evaluating portfolio management performance and mutual fund’ s active management abilities is of particular importance. Capital asset pricing model and holding portfolios model are among the most important studies to assess the ability of mutual funds market timing and security selection. Thi... ادامه

سال:2019

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