International Journal of Finance & Managerial Accounting

International Journal of Finance & Managerial Accounting

Author = Mirfeiz fallah shams
Number of Articles: 15

Robust Value-at-Risk Currency Portfolio Optimization for Net Open Position (NOP) Hedging

Volume 11, Issue 40, Winter 2026, Pages 103-118

10.30495/ijfma.2023.75036.2056

Yousef Toomari, Mirfeiz fallah shams, mojgan safa, hossein moghadam

Designing a Financial Stress Index Based on Global Volatility and Its Relationship with the VIX Index

Volume 10, Issue 37, Spring 2025, Pages 177-192

10.30495/ijfma.2023.75091.2058

Hamidreza Reisizadeh, Mirfeiz fallah shams, Gholamreza Zomoredian

Compilation of the financial stress index in the stock exchange using the GHARCH-DCC approach

Volume 10, Issue 36, Winter 2025, Pages 75-94

10.30495/ijfma.2022.69008.1901

Reza Ghaffari Gol afshani, mojgan safa, Mirfeiz fallah, Hossein Jahangirnia

A Model for Investigating the Effects of Power Sources on Mutual Fund Performance and Financial Reporting Quality

Volume 9, Issue 35, Autumn 2024, Pages 72-92

10.30495/ijfma.2022.67802.1868

mahnaz iravani, Fraydoon Rahnamay Roodposhti, Mirfeiz fallah shams, Mohammadhamed Khanmohammadi, Zohreh Hajiha

Provide a model for calculating the economic capital of bank loan portfolio and compare it with regulatory capital

Volume 8, Issue 28, Winter 2023, Pages 1-12

10.30495/ijfma.2023.20520

MEHDI SABETI, Gholam Reza Zomorodian, Mirfeiz fallah shams, Mehrzad Minouei

Credit rating and preparing risk transition matrix for legal clients of banks with Markov chain approach

Volume 7, Issue 27, Autumn 2022, Pages 281-290

10.30495/ijfma.2022.61646.1688

Farrokh Pourbijan, Mirfeiz Fallah shams, Reza Gholami-jamkarani, Hamid Reza Kordlouie, Hosein Jahangirnia

Designing Credit Risk Early-Warning System for Individual and Corporate Customers of The Bank Using Multiple Logit Comparison Model and Survival Function

Volume 7, Issue 25, Spring 2022, Pages 163-177

Mirfeiz fallah shams, Hossein Jahangirnia, Reza Gholami Jamkarani, HAMIDREZA KORDLOUIE, roya derakhshani

Investigating Joint Effects of Brand Value and Advertising Expenditure on Corporate Financial Performance and Stock Returns

Volume 7, Issue 24, Winter 2022, Pages 265-273

Marzieh karimi, Mirfeiz fallah shams, HAMIDREZA KORDLOUIE, Hoseyn Vazifehdoust

Providing a mathematical framework to deduce the dynamics of the pricing behavior of investors through heterogeneous bias.

Volume 6, Issue 22, Summer 2021, Pages 81-90

Massoud Karimkhani, Gholamreza Zomorodian, Mansoureh Aligholi, Mirfeiz fallah shams, Farhad Hanifi

Multi objective portfolio optimization for a private equity investment company under data insufficiency condition

Volume 6, Issue 21, Spring 2021, Pages 23-37

Jamil Jalilian, Reza Ehtesham Rasi, Mirfeiz fallah shams

Describing Behavioral Finance Consequences on the Banking Organization

Volume 6, Issue 20, Winter 2021, Pages 145-150

Mojtaba Mali, Mirfeiz fallah shams, ali saeedi, Mohammad Ismail Fadaei Nejad

An Overview on the Literature and History of Systemic Banking Crisis in Iran and Around the World

Volume 4, Issue 13, Spring 2019, Pages 109-119

Donya Haji Shahverdi, Gholam Reza Zomorodian, Mirfeiz fallah shams, Farhad Hanifi

Comparison of Performance of Traditional Value at Risk Models with Switching Model in Tehran Stock Exchange

Volume 3, Issue 10, Summer 2018, Pages 57-68

Vahid Rezaie, Mirfeiz Fallah, Hamidreza Kordlouoie

International Journal of Finance & Managerial Accounting

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