Advances in Mathematical Finance and Applications

1. Examining the Relationship between Social Responsibility and Disclosure of Remuneration Paid to Board of Directors

Volume 1, Issue 1, Summer 2016, Pages 1-10

Hamidreza Ghiabi

2. Effect of Information Delay on Joint Investment Fund's Performance

Volume 1, Issue 2, Autumn 2016, Pages 1-13

Reza Gholami Jamkarani; Ali Lalbar

3. Evaluating the Performance of Forecasting Models for Portfolio Allocation Purposes with Generalized GRACH Method

Volume 2, Issue 1, Winter 2017, Pages 1-7

Adel Azar; Mohsen Hamidian; Maryam Saberi; Mohammad Norozi

4. The Study of the Effect of Fraction Resulted of Bad News on Stock Returns Emphasizing the Regulatory Power of Information Disclosure Policies

Volume 2, Issue 2, Spring 2017, Pages 1-17

Mahbobeh Eibakabadi

5. Effect of Profitability Indices on the Capital Structure of Listed Companies in Tehran Stock Exchange

Volume 2, Issue 3, Summer 2017, Pages 1-11

Hossien Karbasi Yazdi; Majid Mohammadian

6. Effect of Business Groups Affiliation on Cash Holdings and Return on Equity

Volume 2, Issue 4, Autumn 2017, Pages 1-9

Reza Tehrani; Roohallah Ahmadi Ardakani

7. According to Agency Theory and Neoclassical Theory; New Ownership and Diversity of Public Sector Companies in Corporate Life Cycle

Volume 3, Issue 1, Winter 2018, Pages 1-16

Abdollah Tavasoli; Parviz Saeidi; Bahram Biglari

8. Assessment of the efficiency of banks accepted in Tehran Stock Exchange using the data envelopment analysis technique

Volume 3, Issue 2, Spring 2018, Pages 1-11

Mehdi Esfandiar; Mahmood Saremi; Hossein Jahangiri Nia

9. Investigating the Effect of Internal Rate of Return on Cash Re-cycling on the Abnormal Returns of Companies Accepted in Tehran Stock Exchange

Volume 3, Issue 3, Summer 2018, Pages 1-10

Bahareh Mohammadtalebi; Mitra Mohammad talebi; Mohammad Jahangiri; Mahtab Eshghiaraghi

10. Salience Theory and Pricing Stock of Corporates in Tehran Stock Exchange

Volume 3, Issue 4, Autumn 2018, Pages 1-16

Parvaneh Khaleghi; Mohammadali Aghaei; Farzin Rezaei

11. Designing A Mixed System of Network DEA for Evaluating the Efficiency of Branches of Commercial Banks in Iran

Volume 4, Issue 1, Winter 2019, Pages 1-13

Sajad Akbari; Jafar heydari; Mohammadali Keramati; Abbas Keramati

12. Application of Mathematics in Financial Management

Volume 4, Issue 2, Spring 2019, Pages 1-14

Sanjay Tripathi

13. Improving Stock Return Forecasting by Deep Learning Algorithm

Volume 4, Issue 3, Summer 2019, Pages 1-13

Zahra Farshadfar; Marcel Prokopczuk

14. Comparison of Portfolio Optimization for Investors at Different Levels of Investors' Risk Aversion in Tehran Stock Exchange with Meta-Heuristic Algorithms

Volume 5, Issue 1, Winter 2020, Pages 1-10

Mohammad Hassan Fotros; Idris Miri; Ayob Miri

15. A Corporate Perspective on Effect of Asymmetric Verifiability on Investors’ Expectation Differences

Volume 4, Issue 4, Autumn 2019, Pages 1-18

Erdal Karapinar; Said Mosai; Faeqeh Taherinejad

16. Impact of Financial Characteristics on Future Corporate Risk-Taking Behavior

Volume 5, Issue 2, Spring 2020, Pages 129-147

Stojan Radenovic; Pejman Hasani

17. CEO Risk-Taking Incentives based on Environmental Sustainability

Volume 5, Issue 3, Summer 2020, Pages 261-270

Mohsen Rashidi Baqhi

18. Overview of Portfolio Optimization Models

Volume 5, Issue 4, Autumn 2020, Pages 419-435

Majid Zanjirdar

19. ANN-DEA Approach of Corporate Diversification and Efficiency in Bursa Malaysia

Volume 2, Issue 1, Winter 2017, Pages 9-20

Meysam Doaei; Seyed Hashem Davarpanah; Mahdi Zamani Sabzi

20. Explaining the Relationship Between Sticky of Expenses with Prediction Error of Profit in Tehran Stock Exchange

Volume 1, Issue 1, Summer 2016, Pages 11-18

Reza Gholami Jamkarani; Ali Lalbar

21. Comparative Approach to the Backward Elimination and for-ward Selection Methods in Modeling the Systematic Risk Based on the ARFIMA-FIGARCH Model

Volume 2, Issue 4, Autumn 2017, Pages 11-30

Nemat Rastgoo; Hossein Panahian

22. The Impacts of Financial Structure on Financial Performance of Banks listed in Tehran Stock Exchange: An Empirical Application

Volume 3, Issue 3, Summer 2018, Pages 11-26

Esmaeil Balouei; Ali Asghar Anvary Rostamy; Seyyed Jalal Sadeghi Sharif; Ali Saeedi

23. Does Exchange Rate Non-Linear Movements Matter for Analyzing Investment Risk? Evidence from Investing in Iran’s Petrochemical Industry

Volume 5, Issue 1, Winter 2020, Pages 11-28

Alireza Khosrowzadeh; Aboutorab Alirezaei; Reza Tehrani; Gholamreza Hashemzadeh Khourasgani

24. Assessment of Transparency Impact of Accounting Information on the Cost of the Audit for each Type of Industry

Volume 2, Issue 3, Summer 2017, Pages 13-27

Mojtaba Salimi

25. Modelling and Investigating the Differences and Similarities in the Volatility of the Stocks Return in Tehran Stock Exchange Using the Hybrid Model PANEL-GARCH

Volume 3, Issue 2, Spring 2018, Pages 13-26

Hossein Panahian; Seyed Reza Ghazi Fini

Advances in Mathematical Finance and Applications

Journal Archive

Volume 5 (2020)

Volume 4 (2019)

Volume 3 (2018)

Volume 2 (2017)

Volume 1 (2016)