Advances in Mathematical Finance and Applications - Articles List

Research Paper

1. Measuring the Efficiency of Financial Cloud Services in the Banking Industry Using the Modified Dynamic DEA with Network Structure: The Case of Iran E-Banking

Pages 1-28

Alireza Poordavoodi; Mohammad Reza Moazami Goudarzi; Hamid Haj Seyyed Javadi; Amir Masoud Rahmani

2. Network Analysis of Interpersonal Relationships in Tehran Stock Exchange

Pages 49-61

Reza Taghizadeh; Amin Nazemi; Mohammad Sadeghzadeh Maharluie

3. Effect of Peer Performance, Future Competitive Performance, and Factors of Correlation with Peer Companies on Manipulation of Abnormal Real Operations

Pages 63-76

Amin Rahmani; Majid Zanjirdar; Hamidreza Ghiabi

4. Hedging of Options in Jump-Diffusion Markets with Correlated Assets

Pages 77-83

Minoo Bakhshmohammadlou

5. An Investigation into the Effect of CEO’s Perceptual Biases on Investment Efficiency and Financing Constraints of the Iranian Listed Firms

Pages 85-99

Hajar Fallah; Mohsen Hamidiyan; Nurooz Noroolahzadeh

6. Idiosyncratic Risk and Disclosure of Corporate Social Responsibility: Emphasizing the Role of Corporate Governance

Pages 101-123

Khatereh Kargarpour; Vali Khodadadi; Alireza Jorjorzadeh; Allah Karam Salehi; Ahmad Kaab Omeir

7. The Role of Financial Instruments and Derivatives Disclosure on the Excess Return and Company Value Based on Iran Accounting Standards

Pages 125-142

Mojtaba Chavoshani; Babak Jamshidinavid; Mehrdad Ghanbari; Afshin Baghfalaki

8. Predicting financial statement fraud using fuzzy neural networks

Pages 143-151

Mohsen Rostamy-Malkhalifeh; Maryam Amiri; Mehrdad Mehrkam

9. Comparability of Financial Reports and Negative Skewness of firm-Specific Monthly Returns: Evidence from Iranian firms

Pages 153-165

Mehdi Safari Gerayli

10. Evaluating the Factors Affecting on Credit Ratings of Accepted Corporates in Tehran Securities Exchange by Using Factor Analysis and AHP

Pages 167-183

Ahmad Mohammaddoost; Mir Feiz Falah Shams Dialestani; Madjid Eshaghi Gordji; Ali Ebadian

11. The Tail Mean-Variance Model and Extended Efficient Frontier

Pages 185-199

Esmat Jamshidi Eini; Hamid Khaloozadeh

Advances in Mathematical Finance and Applications

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