Islamic Azad University Journals Management System

Islamic Azad University

Number of Journals	418
Number of Issues	10,006
Number of Articles	83,645
Article View	78,625,833
PDF Download	55,776,996


1.	Prediction of Default Risk Using Structural Models at Tehran Stock Exchange
	Pages 1-21
	Saeid Fallahpour; Masood Tadi
	View Article PDF 911.31 K

2.	Design portfolio using a scenario planning approach using Assumption-based planning
	Pages 23-40
	feridoon Rahnamay Roodposhti; Neda Shirinbayan
	View Article PDF 617.24 K

3.	Profitability of Technical Analysis: Combining Oscillators With Moving Average Rules
	Pages 41-53
	Saeed Fathi; Nahid Parvizi
	View Article PDF 426.96 K

4.	Risk hedging by use of Hybrid future contracts index (Case: Iran financial market)
	Pages 55-72
	Hamid Eskandari; Ali Asghar Anvary Rostamy; Ali Husseinzadeh Kashan
	View Article PDF 682.05 K

5.	The Application of Real Option to Valuation of Real Estate Development Project
	Pages 73-90
	Abbas Gomar; Amir Abbas Najafi
	View Article PDF 614.13 K

6.	The Parameters Estimation of European Option pricing model under Underlying Asset with Stochastic Volatility by Loss Function Method
	Pages 91-115
	Abdolsadeh Neisy; Behrouz Maleki; Roozbe Rezaeian
	View Article PDF 883.94 K

7.	Forecast earnings management based on adjusted Jones model using Artificial Neural Networks and Genetic Algorithms
	Pages 117-136
	Khosro Faghani Makrani; S. Hasan Salehnezhad; Vahid Amin
	View Article PDF 746.11 K

8.	Comparison of Explanatory Power of Carhart Four-Factor Model and Fama-French Five-Factor Model in Prediction of Expected Stock Returns
	Pages 137-152
	Hashem Hezbi; Allahkaram Salehi
	View Article PDF 711.99 K

9.	The Application of Robust Optimization and Goal Programming in Multi Period Portfolio Selection Problem
	Pages 153-167
	Saghar Homaeifar; Emad Roghanian
	View Article PDF 643.2 K

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Prediction of Default Risk Using Structural Models at Tehran Stock Exchange

Design portfolio using a scenario planning approach using Assumption-based planning

Profitability of Technical Analysis: Combining Oscillators With Moving Average Rules

Risk hedging by use of Hybrid future contracts index (Case: Iran financial market)

The Application of Real Option to Valuation of Real Estate Development Project

The Parameters Estimation of European Option pricing model under Underlying Asset with Stochastic Volatility by Loss Function Method

Forecast earnings management based on adjusted Jones model using Artificial Neural Networks and Genetic Algorithms

Comparison of Explanatory Power of Carhart Four-Factor Model and Fama-French Five-Factor Model in Prediction of Expected Stock Returns

The Application of Robust Optimization and Goal Programming in Multi Period Portfolio Selection Problem