Fatemeh Mojtahedi

Sari Agricultural Sciences and Natural Resources University

Km 9 Darya Road, P.O Box 576

Sari, Mazandaran 48181 6898

Iran

SCHOLARLY PAPERS

4

DOWNLOADS

491

SSRN CITATIONS

9

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Crypto Asset Portfolio selection

Number of pages: 9 Posted: 28 Jul 2021 Last Revised: 25 Feb 2022
Daniel Felix Ahelegbey, Paolo Giudici and Fatemeh Mojtahedi
University of Essex - Department of Mathematics, University of Pavia and Sari Agricultural Sciences and Natural Resources University
Downloads 240 (238,467)
Citation 1

Abstract:

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Portfolio Selection, Tail Risk, Extreme Downside Hedge, Systemic risk, Systematic risk.

2.

Tail Risk Measurement in Crypto-Asset Markets

Number of pages: 17 Posted: 20 Mar 2020
Daniel Felix Ahelegbey, Paolo Giudici and Fatemeh Mojtahedi
University of Essex - Department of Mathematics, University of Pavia and Sari Agricultural Sciences and Natural Resources University
Downloads 157 (349,846)
Citation 5

Abstract:

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Crypto-Assets, Extreme Downside Hedge, Extreme Downside Correlation, Network Models, Systematic Risk, Systemic Risk

3.

Modeling Tail Risk and Investigating the Effect of COVID-19: Selected Iranian Food Industry Companies

Number of pages: 15 Posted: 09 Jan 2021 Last Revised: 20 Jun 2021
Fatemeh Mojtahedi and Seyed Mojtaba Mojaverian
Sari Agricultural Sciences and Natural Resources University and Sari Agricultural Sciences and Natural Resources University
Downloads 49 (725,493)

Abstract:

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Portfolio Selection, Factor Model, Systemic Risk, Extreme Downside Hedge, Tehran Stock Exchange

4.

Tail Risk Transmission: A Study of Iran Food Industry

Number of pages: 17 Posted: 01 Jun 2020
Sari Agricultural Sciences and Natural Resources University, Sari Agricultural Sciences and Natural Resources University, University of Essex - Department of Mathematics and University of Pavia
Downloads 45 (751,607)
Citation 2

Abstract:

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Food industry, Extreme downside hedge, Extreme downside correlation, Systematic risk, Systemic risk.