Explaining the Systemic Risk Model Using the Marginal Expected Shortfall Approach (MES) for the Banks Listed on the Tehran Stock Exchange von Asayesh, Kourosh, Fallahshams, Mirfeiz, Jahangirnia, Hossein, Gholami Jamkarani, Reza

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Designing a Financial Stress Index Based on the GHARCH-DCC Approach and Machine Learning Models von Pourmansouri, Rezvan, Fallahshams, MirFeiz, Afshani, Reza Ghafari Gol

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Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange von Gholamreza Taghizadegan, Gholamreza Zomorodian, Mirfeiz Fallahshams, Rasoul Saadi

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What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange von Mojtaba Rostami Noroozabad, Abolhassan Jalilvand, Mirfeiz Fallahshams Layalestani, Ali Saeedi

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A robust linear programming model for index fund construction von Mohammad Mahdi Bahrololoum, Mirfeiz Fallahshams, Ghasem Blue

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The Effect of Political and Economic Uncertainty on the Instability of the Banking Sector in Tehran Stock Exchange (time-varying parameter approach) von Davoud Hasani, Mirfeiz Fallahshams, Gholamreza Zomorodian

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Appraising the Use of KMV Model in Predicting Default of Companies Listed in Tehran Stock Exchange von Rasool Khansari, Mirfeiz Fallahshams

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Managers' Social Capital and Financial Performance of Banks von Mohammadi, Seyed Moosa, Gholami Jamkarani, Reza, Fallah shams, Mirfeiz, Aflatooni, Abbas

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