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

406

SSRN CITATIONS

4

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 Pavia, Department of Economics and Management, University of Pavia and Sari Agricultural Sciences and Natural Resources University
Downloads 207 (226,115)

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 Pavia, Department of Economics and Management, University of Pavia and Sari Agricultural Sciences and Natural Resources University
Downloads 134 (326,372)
Citation 2

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 33 (681,759)

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 Pavia, Department of Economics and Management and University of Pavia
Downloads 32 (688,233)
Citation 2

Abstract:

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