keyword Higher moments / (3 Article)
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1.
Writer : Amini، Arash ؛ Nikoomaram، Hashem ؛ Corresponding Author : Khalili Araghi، Maryam ؛
Journal:Advances in Mathematical Finance and Applications»Winter 2024, Volume 9 - Issue 1 Ranking الف (Ministry of Science/ISC (17 page(s) - From 67 to 83 )
Keywords:Entropyperformance evaluationRolling WindowHigher momentsBanking and insurance
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2.
Writer : سوری، علی ؛ فلاح پور، سعید ؛ Corresponding Author : اسماعیلی، بهمن ؛
Journal:مهندسی مالی و مدیریت اوراق بهادار»بهار 1400 - شماره 46 Ranking A (Azad University/ISC (26 page(s) - From 50 to 75 )
Keywords:بهینه سازی پرتفویگشتاورهای مراتب بالاترمعیار ارزیابی عملکردمدل قیمت گذاری دارایی سرمایه ای تعمیم یافتهGeneralized Capital Asset Pricing ModelPortfolio financial performanceHigher momentsportfolio optimization
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3.
Writer : Esmaeili، Bahman ؛ Souri، Ali ؛ Mirlohi، Sayyed Mojtaba ؛
Journal:Advances in Mathematical Finance and Applications»Spring 2021, Volume 6 - Issue 2 Ranking الف (Ministry of Science/ISC (20 page(s) - From 90 to 109 )
Keywords:portfolio optimizationCapital Asset Pricing Model Independent and Identically Asymmetric Power DistributionCapital Asset Pricing Model Asymmetric Independent Exponential Power Distribution with two tail parametersHigher momentsAdjusted-Sharp ratio