CEO Power, Corporate Risk-Taking, and the Role of Institutional Owners: Pieces of Evidence of Tehran Stock Exchange Market and Iran Fara Bourse

Jamshid Bigdelo; Neda Bashiri; Reza Tehrani; Fatemeh Kheilkordi

Volume 6, Issue 1 , January 2022, , Pages 117-141

  "Corporate governance" includes mechanisms to monitor CEO's performance to assure efficient decision adoption and maximize firm value. One of the most effective aspects of firm performance is the degree of risk-taking. This study investigates the relationship between CEO power and institutional ownership ...  Read More

.Modeling the selection of the optimal stock portfolio based on the combined approach of clustered value at risk and Mental Accounting

seyedeh farrokh Nikoo; Shahabeddin Shams; Reza Tehrani; Mohsen Seighali

Volume 5, Issue 2 , April 2021, , Pages 70-94

  This paper concentrates on the modelling of optimal stock portfolio selection based on Risk Assessment and Behavioral Financial Approach Mental Accounting and 28 expert’s opinion. In this approach developing the model approved by the opinion of academic and practical experts using quantitative ...  Read More

Network Analysis of Tehran Stock Exchange using Minimum Spanning Tree and Hierarchical Clustering

Salman Abbasian-Naghneh; Reza Tehrani; Mohammad Tamimi

Volume 4, Issue 2 , April 2020, , Pages 1-18

  Nowadays, financial markets in Iran have attracted the attention of many managers, investors and financial policymakers. Therefore, in order to make the optimal decision and reduce the risks in such a market, it is important to identify and analyze the network behavior of the financial markets at different ...  Read More

Technical analysis and the strategy-based portfolio versus random one

Mohammad Bagher Karimi; Reza Tehrani; Mohammad Hossein Ghaemi; Seyyed Mojtaba Mirlohi

Volume 3, Issue 2 , 2019, , Pages 66-87

  Market participants use different tools basically technical or fundamental analysis to have a higher return in constructing a well-maintained portfolio. Examining the efficiency of technical strategies in creating a portfolio is the main objective of this study. Technical analysis is based on using historical ...  Read More

Asset-Liability Management (ALM) Following Liquidity Management Approach Based on Goal Programming in the Commercial Bank

Tohid Jahandideh; Mohammad Esmaeil Ezazi; Reza Tehrani

Volume 2, Issue 3 , July 2018, , Pages 25-48

  Asset-liability management (ALM) helps managers achieve their respective objectives by surveilling and controlling the ways through which resources are obtained and allocated. Furthermore, with the help of liquidity management, which sets the required cash by banks for fulfilling costs and other needs ...  Read More