Saeid Fallahpour

1. Modeling the Stock Selection and Stock Weighting Skills of Mutual Fund Managers in Iran's Capital Market

Pashaei Nasrin, Mohammadi Shapour, Raei Reza, Fallahpour Saeid (2024)., oragh, 17(66).

2. Portfolio VaR Modelling using EVT-Pair-Copulas Approach

Souri Ali, Fallahpour Saeid, فروش باستانی علی, Ahmadi Ehsan (2024)., Investment Knowledge, 13(1).

1. A Novel Approach to Predicting Financial Distress by Using Financial Network-Based Information and the Integrated Method of Gradient Boosting Decision Tree

Abbasian Ezatollah, شهرکی کاوه, Fallahpour Saeid, Namaki Ali (2023)., Journal of Asset Management and Financing, 11(42).

2. Investigating the impact of financial distress risk on stock prices crashes

Izadkhah Marjan, Raei Reza, Fallahpour Saeid (2023)., Journal of Financial and Management Engineering Exchange, 14(56).

3. Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model

Tehrani Reza, Fallahpour Saeid, Nouralidokht Hamid (2023)., Financial Research Journal, 25(1).

4. Presenting a market direction prediction model for gold coin trades in Iran’s Commodity Exchange market using Long Short-Term Memory (LSTM) algorithm

Zoghi Soheil, Raei Reza, Fallahpour Saeid (2023)., Journal of Financial and Management Engineering Exchange, 13(53).

1. Measuring information transparency of selected private banks based on risk criteria (value at risk)

عبده تبریزی حسین, Tehrani Reza, امام وردی قدرت اله, Fallahpour Saeid, Baghani Ali (2022)., Quarterly Journal of Financial Accounting and Auditing Research, 14(3), 1.

2. Investigating the Effect of Oil Price Shocks and Western Sanctions on Banks' Liquidity Creation: A Nonlinear Approach

Fallahpour Saeid, Tehrani Reza, Gorgani firozjah Mostafa (2022)., Financial Research Journal, 24(2), 157.

3. Provide a model to compare the optimal and real structure of assets and liabilities of commercial banks in Iran

Mahmuodi Vahid, Abbasian Ezatollah, Fallahpour Saeid, Dsfaw Dhfsdr (2022)., Quarterly Journal of Economic Research and Policies, 29(100).

4. Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange

Eyvazloo Reza, Fallahpour Saeid, Dehghani Ashkezari Mahdi (2022)., Financial Research Journal, 23(4), 545-563.

1. Investigating the factors affecting the determination of deposit insurance premiums among Iranian banks listed on the Iranian stock exchange and OTC

آقا محمد سمسار محمد رضا, Fallahpour Saeid, Shirkound Saeid, فروش باستانی علی (2021)., Investment Knowledge, دهم(39).

2. An Analysis of Centrality’s Features as a New Measure for Network Analysis, Risk Measurement & Portfolio Selection

Fallahpour Saeid, Ghahramani Ali (2021)., Financial Research Journal, 23(2).

3. Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail

Souri Ali, Fallahpour Saeid, [] [] (2021)., Journal of Financial and Management Engineering Exchange, 12(46), 50-75.

4. An Analysis of Risk as Perceived by the Investor in Iranian Oil Service Contracts and its Impact on Feasibility of Investing in Upstream Activities

Mostafavi Mohammad, Mohammadi Shapour, Shiravi Khozani Abdolhossein, Fallahpour Saeid (2021)., energy, 17(68).

1. Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran

Tehrani Reza, Seraj Mostafa, فروش باستانی علی, Fallahpour Saeid (2020)., Financial Research Journal, دوره 22(شماره 3).

2. investigating the impact of Oil Price shocks and Economic Sanctions on Banks' Liquidity Creation in Iran

Fallahpour Saeid, Souri Ali, Gorgani firozjah Mostafa (2020)., Tahghighat-E-Eghtesadi, دوره 55(شماره 2).

3. Evaluation of the Effect of Contagion Risk on the Macroeconomic Performance of Iran and Identifying Too-Connected-To-Fail (TCTF) Banks

Seraj Mostafa, Tehrani Reza, Fallahpour Saeid (2020)., Studies and Economic Policies, 7(1).

4. Portfolio Models in Credit Risk

Bajalan Saeed, Fallahpour Saeid, Raeisy Sara (2020)., 6th International Conference on Management and Humanistic Research in Iran, 17 September, Tehran, Iran.

5. Credit Portfolio Optimization based on Neural Network and Acturial Methods

Bajalan Saeed, Fallahpour Saeid, Raeisy Sara (2020)., 6th International Conference on Management and Humanistic Research in Iran, 17 September, Tehran, Iran.

6. Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange

Fallahpour Saeid, Tabasi Hamed (2020)., Financial Research Journal, دوره 22(شماره 1).

1. Estimation of Value at Risk with Extreme Value Theory approach and using Stochastic Differential Equation

شفیعی امیر, Raei Reza, Abdo Tabrizi Hossein, Fallahpour Saeid (2019)., Journal of Financial and Management Engineering Exchange, 10(40), 325-348.

2. Assessment of environmental risks of investment contracts of upstream oil projects and Iranian gas with systems dynamics approach

Ebrahimi Seyednasrollah, Tehrani Reza, Fallahpour Saeid, کاتبی آیه, میثاقی فاروجی جواد (2019)., First National Conference on Systems Thinking in Practice, 11-12 December, Mashhad, Iran.

3. Investigating the Performance of Stochastic Processes in Modeling the Savings Deposits

Fallahpour Saeid, Jelodari Mamghani Mohammad, دهقانی احمد آباد محمد رضا (2019)., Journal of Financial and Management Engineering Exchange, دوره 10(39).

4. Financial Stress Index for Iran's Financial System with Portfolio Theory Approach

Fallahpour Saeid, Shirkound Saeid, قنبری اکبر (2019)., Quarterly Journal of Applied Economic Theories, دوره 6(6).

5. Presentation of a model for the active optimization of stock portfolios using value at risk exposure; Application of Convergence Variance Difference Models Approach Based on Algorithm DE Approach

Fallahpour Saeid, Raei Reza, Fadaeinejad Mohammadesmaeil, Monajati fasaee Reza (2019)., Investment Knowledge, 8(30), 37-50.