پاییز 1397

• Editorial
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Margin Setting to Short and Long Futures Contract Positions by Coherent Risk Measures

Pages 1-14

10.22108/amf.2017.21384

Ali Saghafi; Mir Feyz Fallahshams; Alireza Naserpoor

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Performance Evaluation of Iranian OTC's Companies by Using Stochastic Dominance Criteria and Optimizing with PSO and ANN Hybrid Model

Pages 15-36

10.22108/amf.2018.91647.0

Sajad Jamshidi; Gholam Reza Zamanian

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The Beta Reversal Behavior through Different Levels of Portfolio Risk in Tehran Stock Exchange

Pages 37-50

10.22108/amf.2017.100287.1000

Gholamreza Mansourfar; Mehdi Heidari; Mohsen Farhadi Sharif Abad

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Investigating the Relationship between Stock Price Synchronicity and Return Distribution

Pages 51-66

10.22108/amf.2017.21258

Seyed Reza MirAskari; Gholamreza Mahfoozi; Matin Shabani nejad mousoleh

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Stress Testing as a Key Tool for Financial Assets Risk Management with Emphasis on Extreme Value Theory and Copula Functions

Pages 67-86

10.22108/amf.2018.107070.1177

Alireza Saranj; Marziyeh Nourahmadi

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The Impact of Debt Maturity on Stock Price Crash Risk with an Emphasis on Information Asymmetry

Pages 87-104

10.22108/amf.2017.21211

Vahid Taghizadeh Khanqah; Ghodratallah Talebnia

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A comparative Analysis of Performance of Three-Factor and Five - Factor Fama and French Model to Estimate the Expected Rate of Return in Tehran Stock Exchange

Pages 105-116

10.22108/amf.2017.21419

Hossein Rezaie Dolatabadi; Nahid Yousofan

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Audit Quality and Financial Constraints

Pages 117-132

10.22108/amf.2019.91622.0

Gholamhosein Mahdavi; Najmeh Rastegari

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The Effect of Corporate Governance and Audit Quality on Bank Loan Financing in Private Companies

Pages 133-146

10.22108/amf.2019.101253.1021

Zahra Zamani; Zahra Sohrabi

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The Study of long-Term Memory in Dynamic Volatility Relationship between Stock Returns and Exchange Rates

Pages 147-164

10.22108/amf.2018.103992.1106

dariush damoori; Negar Mirzad

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• PDF 588 K