Fatemeh Mojtahedi

Sari Agricultural Sciences and Natural Resources University

Km 9 Darya Road, P.O Box 576

Sari, Mazandaran 48181 6898

Iran

SCHOLARLY PAPERS

3

DOWNLOADS

95

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

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 63 (411,701)
Citation 1

Abstract:

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

2.

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 22 (600,398)
Citation 2

Abstract:

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Food industry, Extreme downside hedge, Extreme downside correlation, 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: 28 Mar 2021
Fatemeh Mojtahedi and Seyed Mojtaba Mojaverian
Sari Agricultural Sciences and Natural Resources University and Sari Agricultural Sciences and Natural Resources University
Downloads 10 (685,349)

Abstract:

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