The main purpose of this research is portfolio optimization in Tehran securities exchange using the black hole algorithm and the Gravitational Research algorithm. We also propose an algorithm named Hybrid Algorithm which ...

An information usefulness approach to decision making points out that only the information is regarded as useful that will bring valuable messages to investors and lead to stock price adjustments. This study examines the ...

The main objective of this research is to optimize the stock portfolio of investment companies operating in the field of petrochemical and refining industries through minimizing risk with respect to the expected return. ...

Portfolio selection process is a subject focused by many researchers. Various criteria involved in this process have undergone alterations over time, necessitating the use of appropriate investment decision support tools. ...

Given the widespread and deep economic-social consequences of accounting fraud in micro and macro levels of society and the effectiveness of whistleblowing in their discovery and the effect of demographic characteristics ...

Fiscal policy is a policy that tries to achieve certain economic goals through instruments such as changes in government expenditure and taxation. The financial policy uses two instruments of government revenue (tax) and ...

The heavy tailed distributions have mostly been used for modeling the financial data. The kappa distribution has higher peak and heavier tail than the normal distribution. In this paper, we consider the estimation of the ...