Advances in Mathematical Finance and Applications - Articles List

Research Paper

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

Pages 1-9

Reza Tehrani; Roohallah Ahmadi Ardakani

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

Pages 11-30

Nemat Rastgoo; Hossein Panahian

3. Investigating the Effect of Financial Constraints and Different Levels of Agency Cost on Investment Efficiency

Pages 31-47

Mahdi Agah; Hossein Malekpoor; Arman Bagheri

4. Investigating the Effect of Profitability and Operating Cash Flow on Trademarks Value

Pages 49-60

Allah karam Salehi; Fazel Tamoradi

5. Studying the Expected Returns Based on Carhart Model Com-pared to CAPM Model and Implicit Capital Cost Model Based on Cash and Capital Flow of Growth and Value stocks

Pages 61-79

Akram Khani Farahani; Majid Sheshmani; Ali Mohades

6. Investigating the Effect of Management Entrenchment on Speed of Cash Holding Adjustment in Companies Listed in Tehran Stock Exchange

Pages 81-92

Fatemeh Mansouri; Moosa Mohammadi

7. Impact of Long-term Debt on Overinvestment Problem of Agency

Pages 93-105

Azade Shahab; Mohammad Mohammad Zaheri; Nahid Asadi

8. Using Genetic Algorithm in Solving Stochastic Programming for Multi-Objective Portfolio Selection in Tehran Stock Exchange

Pages 107-120

Seyed Alireza Miryekemami; Ehsan Sadeh; Zeinolabedin Amini Sabegh

Advances in Mathematical Finance and Applications

Journal Archive

Volume 5 (2020)

Volume 4 (2019)

Volume 3 (2018)

Volume 2 (2017)

Volume 1 (2016)