Stress Testing as a Key Tool for Financial Assets Risk Management with Emphasis on Extreme Value Theory and Copula Functions

by Alireza Saranj, Marziyeh Nourahmadi
Published 2018-09-01

Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange

by Alireza Saranj, Marziyeh Nourahmadii
Published 2016-11-01

Tehran Stock Exchange dynamics in a Markov regime switching EGARCH-in-mean model

by Reza Raee, Shapoor Mohmadi, Alireza Saranj
Published 2014-03-01

The Momentum Return and the Liquidity at the Tehran Stock Exchange

by reza tehrani, hojatollah ansari, alireza saranj
Published 2013-09-01

The Study of Mean Reversion in Tehran Security Exchange Using Variance Ratio Test

by Reza Tehrani, Hojjat Allah Ansari, Alireza Saranj
Published 2009-04-01

The Application of Rough Set Theory in Stock Price Forecasting (Case Study: Iran Saderat Bank)

by Alireza Saranj, Tooraj Karimi, Majid Shahrami Babakan
Published 2017-11-01

Identifying the Trading Behaviors and Risk of Noise Traders in Iran Stock Market

by Alireza Saranj, Reza Tehrani, Khalil Abbasi Museloo, mohammad nadiri
Published 2018-10-01

Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach

by Alireza Saranj, Mahmood Ramshini, Seyed Mohammad Alavi nasab, Mohammad Nadiri
Published 2017-12-01

The Agent-based modeling of stockholders’ behavior in Iranian capital market

by Adel Azar, Alireza Saranj, Ali asghar Sadeghi Moghadam, Ali Rajabzadeh, Hashem Moazzez
Published 2018-06-01