Seyed Mojtaba Mojaverian

Sari Agricultural Sciences and Natural Resources University

Km 9 Darya Road, P.O Box 576

Sari, Mazandaran 48181 6898

Iran

SCHOLARLY PAPERS

2

DOWNLOADS

97

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

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 50 (726,142)

Abstract:

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

2.

Tail Risk Transmission: A Study of Iran Food Industry

Number of pages: 17 Posted: 01 Jun 2020
Fatemeh Mojtahedi, Seyed Mojtaba Mojaverian, Daniel Felix Ahelegbey and Paolo Giudici
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 47 (745,321)
Citation 2

Abstract:

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