Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach

Khadijeh Ghorbanidolatabadi; Hasan Ghalibaf Asl

Volume 2, Issue 1 , July 2022, , Pages 63-86

https://doi.org/10.22054/jmmf.2022.14565

Abstract
  This study seeks to investigate the performance as well as the performance consistency of Iranian mutual funds during the current and subsequent periods. To this end, the Capital Asset Pricing Model along with CARHART’s four-factor model have been utilized to analyze the performance and performance ...  Read More

Forecasting Spot and Future Gold Coin Price Volatility and Their Predictive Power on Each Other by Using ANN-GARCH Model

Nafiseh Shahmoradi; Hasan Ghalibaf Asl

Volume 1, Issue 1 , March 2021, , Pages 203-221

https://doi.org/10.22054/jmmf.2021.57842.1025

Abstract
  A large number of investors have been attracted to the Iran Mercantile Exchange as a result of launching Bahar Azadi Coin future contracts, also known as gold coin future contracts, since 2007. The nature of gold price as a physical-commodity and financial asset, as well as other contributing factors ...  Read More