Advances in Mathematical Finance and Applications - Articles List

Review Paper

1. Overview of Portfolio Optimization Models

Pages 419-435

Majid Zanjirdar

Research Paper

2. Option Pricing in the Presence of Operational Risk

Pages 437-448

Alireza Bahiraie; Mohammad Alipour; Rehan Sadiq

3. Risk measurement and Implied volatility under Minimal Entropy Martingale Measure for Levy process

Pages 449-467

Maryam Tahmasebi; Gholam Hossein Yari

4. The Impact of Investment Inefficiency and Cash Holding on CEO Turnover

Pages 469-478

Masoud Taherinia

5. Machine learning algorithms for time series in financial markets

Pages 479-490

Mohammad Ghasemzadeha; Naeimeh Mohammad-Karimi; Habib Ansari-Samani

6. The Impact of Effective Corporate Governance on the Relationship between Tax Gap and Future Profit Changes in Iranian Economy

Pages 491-505

Rasoul Karami; seyed Ali Vaez; Ghasem Rekabdar

7. Internal Control Quality Assessment based on the Characteristics of the Entity and Auditor and their Expected Goals in the Firm's Listed in Tehran Stock Exchange

Pages 507-520

Saeed Alipour; Asgar Pakmaram; Rasool Abdi; Jamal Bahri sales

8. Determining the effect of auditors' skeptical personality traits with considering the characteristics of organizational behaviour on job Audit Durability

Pages 521-547

Azam Jari; Daruosh Foroghi; Hadi Amir

9. The Role of Social Interest Rate Risk Management in the Relationship between Sustainability Performance and Investment Efficiency

Pages 549-568

Hamzeh Asgari Rashtiani; Fazel Mohammadi Nodeh; Sina Kheradyar; Farzin Rezaei

10. A Neural-Network Approach to the Modeling of the Impact of Market Volatility on Investment

Pages 569-581

Mohammad Azim Khodayari; Ahmad Yaghobnezhad; Khalili Eraghi Khalili Eraghi

Advances in Mathematical Finance and Applications

Journal Archive

Volume 5 (2020)

Volume 4 (2019)

Volume 3 (2018)

Volume 2 (2017)

Volume 1 (2016)