Advances in Mathematical Finance and Applications

Review Paper

1. Overview of Portfolio Optimization Models

Pages 419-435

10.22034/amfa.2020.674941

Majid Zanjirdar

Research Paper

2. Option Pricing in the Presence of Operational Risk

Pages 437-448

10.22034/amfa.2020.674942

Alireza Bahiraie; Mohammad Alipour; Rehan Sadiq

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

Pages 449-467

10.22034/amfa.2020.674944

Maryam Tahmasebi; Gholam Hossein Yari

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

Pages 469-478

10.22034/amfa.2020.674945

Masoud Taherinia

5. Machine learning algorithms for time series in financial markets

Pages 479-490

10.22034/amfa.2020.674946

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

10.22034/amfa.2020.674947

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

10.22034/amfa.2020.674949

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

10.22034/amfa.2020.674950

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

10.22034/amfa.2020.674951

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

10.22034/amfa.2020.674953

Mohammad Azim Khodayari; Ahmad Yaghobnezhad; Khalili Eraghi Khalili Eraghi

Advances in Mathematical Finance and Applications

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