Papers in International Journals
- Seid Javad Hosseini , Elahe Allahi, and Reza Raei. "The Chromosome Number of the Persian Gulf Shrimp penaeus semisulcatus." IRANIAN INTERNATIONAL JOURNAL OF SCIENCE 5, no. 1 (2004): 23-13.
- Reza Raei. "Risky Portfolio Selection through Neural Networks." Iranian Accounting and Auditing Review -, no. 46 (2006): 70-83.
- Reza Tehrani , Reza Raei, and Arash Faizabad . "Evaluating Iranian Investment Companies during the Years 2001 to 2005 Using Sharpe's, Treynor's and Jensen's Indexes." Journal of Economics and Business 7, no. 3 (2007): 116-103.
- Reza Raei, and Shapour Mohammadi . "Fractional Return and Fractional CAPM." APPLIED ECONOMICS LETTERS 4, no. 4 (2008): 269-275.
- Reza Raei, Shapour Mohammadi, and Mehdi Tajik. "An Intelligent Technical Analysis Using Neural Networks." management Science Letters 1, no. 5 (2011): 355-362.
- Reza Raei, Rohollah Farhadi, and Amir Shirvani. "Risk and Return in ICAPM." Journal of Financial Management and Accounting Perspective 1, no. 2 (2011): 125-140.
- Reza Raei, and Mohammad Bahrani Jahromi. "Portfolio Optimization Using a Hybrid of Fuzzy ANP,KIVOR and TOPSIS." management Science Letters 7, no. 10 (2012): 2473-2484.
- Ali Namaki, Zahra Koohi Lai, , Reza Raei, and Reza Tehrani. "Comparing emerging and mature markets during times of cries: A non-extensive statistical approach." PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 14, no. 392 (2013): 3039–3044.
- Reza Raei, and Meysam Bolgorian. "A quantile-based Time at Risk:Anew approach for assessing risk in financial markets." PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 8, no. 392 (2013): 5673-5677.
- Reza Raei, and Paria Karimi. "Asset management using an extended Markowitz theorem." management Science Letters 4, no. 6 (2014): 1309-1314.
- Saeid Fallahpour, Reza Raei, Farid Tondnevis, and Adel Behzadi. "THE APPLICATION OF FUZZY AND ROBUST OPTIMIZATION FOR INDEX TRACKING." INTERCIENCIA 39, no. 6 (2014): 423.
- Reza Raei, Mohammad Bahrani Jahromi, and Sahar Kamalzadeh. "Portfolio Optimization Problem by Means of Artificial Bee Colony Algorithm, Considering various Criteria." International Journal of Computer Applications 103, no. 11 (2014): 46-52.
- Reza Raei, and Mohammadjavad Keshavarz. "THE RELATION BETWEEN EXCESS VOLATILITY AND TEHRAN SECURITY EXCHANGE STOCKS RETURN." International review 1, no. 2 (2017): 137-146.
- Reza Raei, Alireza Najjarpour, and Mehran Soltani. "International Journal of Applied Business and Economic Research 291 Assessing the Relationship between the Cash Balance and Cumulative Abnormal Returns of Companies Listed in Tehran Stock Exchange." international journal of applied business and economic research 15, no. 16 (2017): 291-303.
- Reza Raei, Mehran Soltani, and Alireza Najjarpour. "The Relationship Between Audit Fees and Capital Structure Decisions in Companies Listed in Tehran Stock Exchange." international journal of applied business and economic research 15, no. 16 (2017): 281-290.
- Reza Raei, Saeed Bajalan, Mostafa Habibi, and Ali Nikahd. "Optimization of Multi-Objective Portfolios Based on Mean, Variance, Entropy and Particle Swarm Algorithm." Journal of risk modeling and financial engineering 2, no. 3 (2018): 362-379.
- Maedeh Taj mazinani, Hosain Hasani, and Reza Raei. "A Comprehensive Review of Stock Price Prediction Using Text Mining." Advances in Decision Sciences 26, no. 2 (2022): .
Papers in National Journals
- Reza Raei. "Behavioral Finance: A Different Approach towards Finance." Financial Research Journal 2, no. 18 (2005): 77.
- Reza Raei. "Predicting Financial Distress using Support Vector Machines." Journal of Accounting and Auditing Review, 15, no. 53 (2008): 17.
- Ahmad Pouyanfar, Reza Raei, and Shapour Mohammadi. "Transactional Prices Intraday Evidence from Tehran Stock Exchange." Journal of Accounting and Auditing Review, 16, no. 56 (2009): 21-39.
- Vina Tarjoman, and Reza Raei. "Risk Cal." JOURNAL OF DANESHVAR BEHAVIOUR 18, no. 47-2 (2011): 355-370.
- Reza Raei, Gholamreza Eslami Bidgoli, and Mehdi Mirzabaiati. "Valuation." Accounting knowledge 2, no. 5 (2011): 103-126.
- Reza Raei, Alireza Saranj, and Hojatolah Ansari. "revers." JOURNAL OF DANESHVAR BEHAVIOUR 18, no. 50 (2012): 131-142.
- Reza Raei, Sajjad Saiah, and Gholamreza Mesbahi Moghadam. "Jurisprudence,Legal and Supervision Study of Options in Iran`s Financial Market." Financial Research Journal 13, no. 32 (2012): 1-14.
- Reza Raei, and Abouzar Soroush. "Validate Scoring of Legal Borrowers in Banks." ECONOMIC RESEARCH 12, no. 44 (2012): 131-147.
- Reza Raei. "Development of an Index for Measuring Transparency of Central Banks`." Argumenta Oeconomica 28, no. 1 (2012): 13-42.
- Reza Raei, Mohammad Moradi, and Hoda Eskandar. "Do Dividend Policies Signal Corporate Operating Charachteristics?." Journal of Applied Finance & Banking 2, no. 4 (2012): 13-24.
- Reza Raei, and Seyed Mohsen Fazelian. "FDI." Strategic Management Thought 2, no. 12 (2013): 63-97.
- Reza Raei, Saeid Fallahpour, and Homa Ameri Matin. "Financial risk assessment model for LNG projects- case study: Iran LNG Project." Financial Research Journal 14, no. 2 (2013): 47.
- Reza Raei, Shapour Mohammadi, and Reza Eyvazlu. "ghdrtg." Financial Research Journal 15, no. 1 (2013): 17-28.
- Reza Raei, Gholamreza Asgari, and Asgar Noorbakhsh. "Factors affecting capital budgeting practices in listed companies in Tehran Stock Exchange." Journal of Asset Management and Financing 1, no. 1 (2013): 1-12.
- Reza Raei, and Ahmad Nabizadeh. "Testing Stock Return Distribution in the Tehran Stock Exchange." Financial Management Strategy 1, no. 1 (2013): 1-15.
- Reza Raei, Reza Eyvazlu, and Shapour Mohammadi. "Risk Assessment Using a market microstructure models." management resarch in iran 17, no. 3 (2013): 71-85.
- Reza Raei, and Hosein Falahtalab. "Application of Monte Carlo simulation and the random walk forecast VaR." Journal of Financial and Management Engineering Exchange 4, no. 16 (2013): 75-91.
- Gholamreza Eslami Bidgoli, Reza Raei, and Sahar Kamalzadeh. "OPEC oil basket price is calculated using the value at risk of long-term memory GARCH models." Quarterly Journal of Energy Policy and Planning Research 9, no. 39 (2014): 1-19.
- Reza Raei, Azam Honardust, Yunes Salmani, and Peyman Tatayi. "Effect of maturity, trading volume and the number of open positions on futures contracts price volatility of gold coins." Investment Knowledge 3, no. 9 (2014): 169-185.
- Seyed Mohammad Amir Hashemi, and Reza Raei. "Asset allocation techniques to help integrate the econometric methodology (ARMA and GARCH) and analytic network process (ANP)." Journal of Financial and Management Engineering Exchange 5, no. 18 (2014): 135-162.
- Reza Raei, Mohammad Reza Rostami, and Maryam Hashempour. "Predicting chaotic time series using ant colony optimization in Tehran Stock Exchange." management resarch in iran 18, no. 1 (2014): 83-100.
- Reza Raei, Shapour Mohammadi, and Alireza Saranj. "Tehran Stock Exchange dynamics in a Markov regime switching EGARCH-in-mean model." Financial Research Journal 16, no. 1 (2014): 77-98.
- Reza Raei, Seyyed Farhang Hosseini, and Maede Kiani Harchegani. "Evaluate the Ability of Social Networks to Predict the Direction and Stock Prices in Tehran Stock Exchange." Investment Knowledge 5, no. 19 (2016): 107-114.
- Reza Raei, and Seyyed Amir Hashemi. "Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance." Financial Research Journal 8, no. 3 (2016): 415-436.
- Reza Raei, Ali Nikahd, and Mostafa Habibi. "The Index Prediction of Tehran Stock Exchange by Combining the Principal Components Analysis, Support Vector Regression and Particle Swarm Optimization." Financial Management Strategy 4, no. 15 (2017): 1-23.
- Shapour Mohammadi, Ahmad Nabizade, Reza Raei, and Hasan Ghalibaf Asl. "Design and explanation of fractional multiresoloution capital asset pricing model with higher co-moments on Tehran stock exchange." Investment Knowledge 6, no. 21 (2017): 215-224.
- Saeid Fallahpour, Reza Raei, Saeid Mirzamohammadi, and Seyyed Mohammad Hasheminejad. "Modeling volatility and conditional VaR measure using GARCH models and theoretical EVT in Tehran Stock Exchange." Investment Knowledge 6, no. 23 (2017): 259-270.
- Reza Raei, and Mahdi Asima. "A Comparison between the Performance of Standard CapitalAsset Pricing Model and Capital Asset Pricing Model Basedon Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange." Financial Research Journal 19, no. 4 (2018): 505-520.
- Shapour Mohammadi, Reza Raei, and Mohammadreza Rahimi. "Interval Forcasting for Gold Price with hybrib model of ARIMA and Artificial Neural Network." Journal of Financial and Management Engineering Exchange 9, no. 34 (2018): 335-357.
- Reza Raei, Mohammadjavad Eyravani, and Tirdad Ahmadi. "Monetary Shocks and Monetary Transmission Mechanism in The Iranian Economy: With Emphasis on Exchange Rates, Housing Prices and Credits." Quarterly Journal of Economic Growth and Development Research 8, no. 31 (2018): 29-44.
- Reza Raei, Hojjatollah Ansari, and Mohammad Pourtalebi Jaghargh. "The Impact of Market Power and Income Structure on the Profitability and Insolvency Risk in Iran Banking System." Financial Management Strategy 6, no. 2 (2018): 60-81.
- Saeid Fallahpour, Reza Raei, and Eisa Norouzian Lakvan. "Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market." Financial Research Journal 20, no. 3 (2018): 289-304.
- Reza Raei, and Mahdi Bostanara. "In Pursuit of the Optimal Combination of Fama-French and Carhart Models for Iranian Capital Market." Financial Management Strategy 7, no. 24 (2019): .
- Saeid Fallahpour, Reza Raei, Mohammadesmaeil Fadaeinejad, and Reza Monajati fasaee. "Presentation of a model for the active optimization of stock portfolios using value at risk exposure; Application of Convergence Variance Difference Models Approach Based on Algorithm DE Approach." Investment Knowledge 8, no. 30 (2019): 37-50.
- , Reza Raei, Hossein Abdo Tabrizi, and Saeid Fallahpour. "Estimation of Value at Risk with Extreme Value Theory approach and using Stochastic Differential Equation." Journal of Financial and Management Engineering Exchange 10, no. 40 (2019): 325-348.
- Reza Raei, Basakha Hamed, and Hossein Mahdikhah. "Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity." Financial Research Journal 22, no. 2 (2020): 149-159.
- Hamed Hamedinia, Reza Raei, Saeed Bajalan, and Saeed Rouhani. "Analysis of Stock Market Manipulation using Generative Adversarial Nets and Denoising Auto-Encode Models." Advances in Mathematical Finance & Applications 1, no. 7 (2021): 149-167.
- Shapour Mohammadi, Reza Raei, and Farid Tondnevis. "Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach." Financial Research Journal 23, no. 4 (2021): .
- Hamed Hamedinia, Reza Raei, Saeed Bajalan, and Saeed Rouhani. "Analysis of Stock Market Manipulation using Generative Adversarial Nets and Denoising Auto-Encode Models." Advances in Mathematical Finance & Applications 7, no. 1 (2022): .
- S. Fatemeh Hosseini, Reza Raei, and Shapour Mohammadi. "Investigation of the Financial Factors Affecting the Growth of Listed Companies on the Tehran Stock Exchange." Financial Management Strategy 9, no. 35 (2022): 1-20.
- Hazanle Fenda, Shapour Mohammadi, , and Reza Raei. "Evaluation of Residential Project With Option to Delay." Journal of Financial and Management Engineering Exchange 12, no. 49 (2022): .
- Reza Raei, Saeed Bajalan, and Zahra Saedi. "The Time-Scale Effect of Assets Market Fluctuations on the Efficiency of the Country's Banking Network with Emphasis on Regime Change." Journal of Decisions and Operational Research 7, no. 1 (2022): .
- Reza Raei, Shapour Mohammadi, and Alireza Ajam. "Development of the Model of Factors Affecting Stock Returns." Asset Management and Financing 10, no. 3 (2023): .
Presented Papers in International Conferences
Presented Papers in National Conferences
Executive Activities
- Head Of Department of Finance & Insurance, 2001/11/19, 2003/11/19, Iran, Tehran
- Head Of Department of Finance & Insurance, 2003/11/19, 2005/12/11, Iran, Tehran
- Board Member and Vice president of Export Development Bank of Iran, 2006/11/06, 2007/06/23, Iran, Tehran
- Chairman & Managing Director of Tejarat Bank, 2007/06/23, 2007/12/01, Iran, Tehran
- Vice Governor of Central Bank of Iran, 2007/12/01, 2009/07/25, Iran, Tehran
- Head Of Department of Finance & Insurance, 2009/10/23, 2013/03/02, Iran, Tehran
- Editor-in-Chief,Iranian Journal of Financial Research, 2009/11/22, 2019/09/28, Iran, Tehran
- Deputy of University of Tehran, 2010/06/23, 2013/12/03, Iran, Tehran
- Dean of Faculty of Management, 2013/07/31, 2013/12/04, Iran, Tehran
Editor-in-Chief
- Iranian Financial Research, scientific and research-based, 2010/02/07, 2021/05/29, 271545
- Iranian Journal of Finance, scientific and research-based, 2017/08/09, 2021/05/29, 576854
- Iranian Journal of Finance, scientific and research-based, 2021/03/31, 2022/05/31, 586422
Thesis (supervisor)
- -------------------, Hanzaleh Fendereski, University of Tehran, 2013/09/21
- -------------------, Mehrdad Talebi, University of Tehran, 2013/10/22
- a, Sadeghe Tavakoli, University of Tehran, 2013/11/12
- -------------------, Ali Estiri, University of Tehran, 2014/02/08
- -------------------, F V, University of Tehran, 2014/03/11
- a, Soheil Zoghi, University of Tehran, 2014/10/22
Thesis (consultant)
- -------------------, Nima Faraji, University of Tehran, 2012/06/24
- -------------------, Ehsan Ramezanifar, University of Tehran, 2014/06/25
- -------------------, Milad Foroughi, University of Tehran, 2014/09/16
- -------------------, Farid Tondnevis, University of Tehran, 2014/09/20
- a, Parisa sadat Mir Isakhani, University of Tehran, 2014/10/04
Membership in Scientific Society
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چنانچه بخشی از اطلاعات فردی جنابعالی در CV انگلیسی نمایش داده نمیشود به دلیل نبودن معادل لاتین آن میباشد و جهت تکمیل آن میتوانید به کارگزینی مراجعه بفرمایید
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چنانچه برخی از فعالیتهای شما در CV انگلیسی نمایش داده نمیشود، ممکن است به دلیل نبودن معادل لاتین آن
باشد و
جهت
تکمیل ان می توانید به لیست فعالیتهای مربوطه مراجعه و فیلدهای خالی را پر کنید
