Abasinejad, Hosein. Mohamadi, Shapur (2005). Analysis of Iranian commercial cycles using Wavelet theories. Economic Research Journal/number/75
Aggarwal, R., Lucey, B., O'Connor, F (2015). World metal markets. World Scientific Handbook of Futures Markets. Elsevier pp 385–410.
Aggarwal, R., Soenen, L. (1988). Nature and efficiency of the gold market. J. Portf. Manag) 4, 18–21.
Alizadeh, Mohamad (2007). Investigation into relationships between returns on Stocks and inflation in Tehran Stock exchange over time - Various scales using Wavelet conversion. Thesis, Management faculty at Tehran University).
Ansari, Hojatolah (2007). Investigation into effects of different time scales to calculate the value exposed to risks using Wavelet theory", Thesis, Management faculty at Tehran University)
Batten, J.A., Ciner, C., Lucey, B.M (2014). on the economic determinants of the gold-inflation relation. Res. Policy 41C, 101–108.
D.Kahneman, A.Tversky (1979). Prospect theory: an analysis of decision under risk Econometrica 46, 171–185.
Fabio Bellini, Cosimo Munari, Gregor Svindland (2018). Law-invariant insurance pricing and its limitations, Quantitative Finance, Cornell University.
Filis, G., Degiannakis, S., Floros, C. (2011). Dynamic correlation between the stock market and oil prices: the case of oil-importing and oil-exporting countries.Int. Rev. Financ. Anal (20)152–164.
G.Carlier, R.A.Dana (2013). Pareto optima and equilibria when preferences are incompletely known, J.Econom.Theory148, 1606–1623.
G.Deelstra, J.Dhaene, M.Vanmaele (2010). An overview of comonotonicity and its applications in finance and insurance, working paper.
H.Jin, X.Y.Zhou (2008). Behavioral portfolio selection in continuous time, Math Finance 18) (385 426.
H.Jin, S.Zhang, X.Y.Zhou (2011). Behavioral portfolio selection with loss control, Acta Math.Sin) 27 (255–274.
J.Dhaene, M.Denuit, M.J.Goovaerts, R.Kaas, D.Vyncke (2002). The concept of comonotonicity in actuarial science and finance: theory, Insurance Math.Econom)31(3–33.
J.Dhaene, M.Denuit, M.J.Goovaerts, R.Kaas, D.Vyncke (2002). The concept of comonotonicity in actuarial science and finance: applications, InsuranceMath.Econom) 31, 133–161.
J.DiNunno, B.Øksendal (2011). Advanced Mathematical Methods for Finance, Springer.
L.L.Lopes (1987). Between hope and fear: the psychology of risk, Adv .Exp .Soc Psychol) 20 (255 295.
M.Ludkovski, L.Rüschendorf (2008). On comonotonicity of Pareto optimal risk sharing, Statist.Probab.Lett 78, 1181–1188
M.Kulldorff (1993), Optimal control off a vorable games with a time limit, SIAMJ. Control Optim31, 52–69.
Reza Tehrani and Asgar Nurbakhsh (2008). P Jones Charles, Investment Management Translated , 4th edition. Tehran: Negah Danesh publication.
S.Browne (1999). Reaching goals by a deadline: digital options and continuous-time active portfolio management, Adv.in Appl.Probab)31(551–577.
S.Browne (2000). Risk constrained dynamic active portfolio management ,Manage .Sci 46 ,1188–1199.
Shakibaei, Alireza. Aflatuni, Abbas. Nikbakht, leili (2008). Investigation into a long-term relationship between currency exchange rate Oil prices in OPEC countries, Science and Development Journal. Scientific Research 15th year, no. 25, Winter 1).
Tehrani Reza. Shapur Mohamadi. Arash Mohamad Alizadeh (2011). Investigation into relationships between returns on Stocks and inflation in Tehran Stock exchange over time - Various scales using Wavelet conversion. Summer Economic Research Journal.
X.D.He, X.Y.Zhou (2011). Portfolio choice via quantiles, Math.Finance21, 203–231.
Zhang, Y., Wei, Y. (2010). The crude oil market and the gold market: evidence for co-integration, causality and price discovery. Resour. Policy 35, 168–177.
)