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Portfolio Diversification and Net Selectivity Performance of Mutual Funds in Iran by Using Fama Decomposition Model

کلیدواژه: Fama Decomposition Model,Mutual Funds,Net Selectivity,Diversification,Risk

نویسندگان: Sadeghi Goghari Samira, SOURI ALI, abbasinejad hosein, MEHRARA MOHSEN

ناشر: IRANIAN ECONOMIC REVIEW - IRANIAN ECONOMIC REVIEW

T he main purpose of this paper is to analyze the performance of mutual funds in Iran by using Fama decomposition model (1972). Thus, daily data of 55 mutual funds during a four-year period from 21/3/2014 to 21/3/2018 were investigated. To achieve this goal, firstly, the performance of mutual funds ... ادامه

سال:2020

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Designing a Risk Management Maturity Assessment Model in Iran's Insurance Industry with an Emphasis on the Role of Internal Audit

کلیدواژه: Risk management maturity,Internal audit,Insurance industry,Qualitative content analysis method

نویسندگان: MEHRBANPOUR MOHAMMADREZA, Rahimian Nezamadin, SOURI ALI

ناشر: بررسیهای حسابداری و حسابرسی - THE IRANIAN ACCOUNTING AND AUDITING REVIEW

Objective: The main purpose of this research is to design a model to measure the maturity of risk management in Iran's insurance industry, emphasizing the role of internal audit. Methods: To achieve the objective of the research, first, the existing theoretical and empirical literature was studied b... ادامه

سال:2023

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The Effect of Fundamental Variables of Mutual Funds on the Ability of the Manager to Select the Appropriate Stock and Accurate Market Timing

کلیدواژه: Fundamental Variables,Mutual Fund,Manager Ability,Accurate Market Timing

نویسندگان: HASSANI MOHSEN, LALBAR ALI

ناشر: توسعه و سرمایه - JOURNAL OF DEVELOPMENT AND CAPITAL

Objective: The structure of mutual funds and, of course, other reasons cause the management of these funds to trade based on evaluation criteria. Unexpected cash flows allow managers to constantly maintain the balance of their portfolios to control liquidity. Investment fund managers must provide li... ادامه

سال:2020

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Distributive Justice in the Economic Approach of Imam ALI (AS)

کلیدواژه: distributive justice, Bayt al-mal, Imam Ali (AS), Social Justice, Islamic society

نویسندگان: Hajizadeh Mohsen, Hosseini Ali, Mohamadian Ali, Hosseini Seyed Mohammad

ناشر: پژوهشهای نهج البلاغه - RESEARCH OF NAHJOLBALAGHEH

The quALIty of bayt al-mal distribution is one of the crucial issues in the Islamic system, and its fair distribution can create economic justice, public welfare, and social security in all strata of society. The present study aims to answer that Imam ALI's (AS) seerah in the administration of justi... ادامه

سال:2023

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Corporate Governance and Liquidity Creation: Evidence from Iranian Banks

کلیدواژه: Corporate Governance,Liquidity Creation,Bank Size,GMM Method

نویسندگان: Sadeghi Somaye

ناشر: - Journal of Money and Economy - Journal of Money and Economy

This paper examines the impact of internal bank governance on bank liquidity creation in Iran during 2010-2017. We analyze whether banks with larger size and liquidity levels creates higher levels of liquidity. The results using panel GMM method show that corporate governance has a positive effect o... ادامه

سال:2019

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The Role of Debt-based Financing in the Relationship between Corporate Governance and R&D Investment

کلیدواژه: Keywords: Corporate Governance, Keywords: Research and Development Investment, Debt-based Financing,

نویسندگان: Rahmanian Abdolrasoul, Motae Samira

ناشر: قضاوت و تصمیم گیری در حسابداری - Judgment and Decision Making in Accounting and Auditing

Abstract The purpose of this study is to investigate the role of debt-based financing in the relationship between corporate governance and R&D investment. The current research is applied and from the methodological point of view, the correlation is causal type (post-event). The statistical popu... ادامه

سال:2023

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Information Asymmetry, Internal and External Dimensions of Corporate Governance QuALIty: Improving or Worsening Audit QuALIty?

کلیدواژه: Corporate Governance,Discretionary Accruals,Auditor's Tenure,Size of the Audit Firms,Information Asymmetry

نویسندگان: Joudi Samira, MANSOURFAR GHOLAMREZA

ناشر: دانش حسابداری - JOURNAL OF ACCOUNTING KNOWLEDGE

Objective: This research aims to investigate the effects of asymmetric information on the relationship between audit quALIty and internal and external dimentions of corporate governance quALIty, during the period 2008-2017. Method: Multivariate regressions based on panel data model and crosssectiona... ادامه

سال:2019

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Modeling the Market Analysis Process through the SD-DES Hybrid Simulation Approach (The Case: Mobile Market of Iran)

کلیدواژه: Hybrid Simulation,System Dynamics,Discrete Event,Mobile Market,Customer Satisfaction

نویسندگان: Javidmoayed Mohsen, Toloei Eshlaghi Abas, AFSHARKAZEMI MOHAMAD ALI

ناشر: مطالعات مدیریت صنعتی - JOURNAL OF INDUSTRIAL MANAGEMENT STUDIES

Nowadays, more successful businesses are those that keep their customers satisfied and in addition to the macro level of their policies, also pay attention to the micro level and details of the market. In this article, in order to study the influential factors in the mobile phone market, the dynamic... ادامه

سال:2021

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Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm

کلیدواژه: Stock return,Momentum,Reversal,Contratum,Momentarian,Gray wolf,Dynamic panel

نویسندگان: Teymouri Ashtiani Ali, Hamidian Mohsen, Jafari Seyedeh Mahboubeh

ناشر: تحقیقات مالی - Financial Research Journal

Objective: Contratum strategies are hybrid strategies in which, like the reverse strategy, the portfolio ranking is based on a long-term time horizon. However, the time horizon of their maintenance is like medium-term momentum strategies. Momentarian or momentary strategies are among the combined st... ادامه

سال:2022

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Performance of Dragonfly Algorithm Hybrid Model - Artificial Neural Network for Modeling Settlement of Earth Dam during Construction

کلیدواژه: Construction time, Dam cross section, Dragonfly Algorithm, feature selection, Settlement

نویسندگان: Hakimi Khansar Hosein, Hosseinzadeh Dalir Ali, Parsa Javad, Shiri Jalal

ناشر: دانش آب و خاک - Water and Soil Science

Background and ObjectivesPore water pressure, stress and settlement are the most important geotechnical parameters that must be constantly monitored during the construction of earth dams. Since measuring dam settlement directly at the time of dam construction requires cost and time, the development ... ادامه

سال:2023

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