Forming Efficient Frontier in Stock Portfolios by Utility Function, Risk Aversion, and Target Return

Ahmad Farahani Darestani; Mohammadreza Miri Lavasani; Hamidreza Kordlouie; Ghodratallah Talebnia

Volume 6, Issue 2 , April 2022, , Pages 95-119

https://doi.org/10.30699/ijf.2021.256924.1172

Abstract
  Asset allocation has always been a challenging issue / for individuals and businesses to survive in our competitive world. One of the famous businesses, which has an enormous impact on people's lives worldwide, is the pension industry. Pension funds- as Defined Benefit, Defined Contribution, or others- ...  Read More

Studying the Moderating Role of Audit Committee Independence in the Relationship between CEO Narcissism and Real Earnings Management

Roozbeh Sardari; Mohammadreza Setayesh; Hamidreza Kordlouie; Bahman Banimahd

Volume 5, Issue 3 , July 2021, , Pages 58-77

https://doi.org/10.30699/ijf.2021.247085.1155

Abstract
  A manager’s personality and psychological attributes may influence his or her performance, thereby affecting the quality of financial reporting by companies. On the one hand, today there is an increasing requirement for protecting the interests of investors as providers of investment and the most ...  Read More

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

Maysam Ahmadvand; Seyedeh Mahboobeh Jafari; Hamidreza Kordlouie

Volume 1, Issue 1 , July 2017, , Pages 29-46

https://doi.org/10.22034/ijf.2017.58445

Abstract
  The purpose of this paper is to analyze the relationship between default risk and momentum effect using data from companies listed on Tehran Stock Exchange.To calculate default risk,we used Black-Scholes-Merton (BSM) option pricing model. To describe momentum effect, by determining the formation period ...  Read More