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• 1.

  Comparison of linear regression models Ordinary Lasso, Adaptive Group Lasso and Ordinary Least Squares models in selecting effective characteristics to predict the expected return

  Writer : Mortazavi، Raheleh Ossadat ؛ Talebnia، Ghodratallah ؛ Jafari، Seyedeh Mahboobeh ؛ Corresponding Author : Vakilifard، Hamid Reza ؛

  Journal:Iranian Journal of Finance»July 2018, Volume 2, Number 3 (‎21 page(s) - From 49 to 69 )

  Keywords:ordinary least squares regressionLASSO RegressionAdaptive group LASSO RegressionExpected Returns of Portfolios

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• 2.

  Default Risk and Momentum Effect; Some Evidence from Tehran Stock Exchange

  Writer : Ahmadvand، Maysam ؛ Jafari، Seyedeh Mahboobeh ؛ Kordlouie، Hamidreza ؛

  Journal:Iranian Journal of Finance»Summer 2017, Volume 1 - Number 1 (‎18 page(s) - From 29 to 46 )

  Keywords:Tehran Stock Exchangedefault riskMomentum effectAsset valuation

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