Khalizadeh, Hamid
[ 1 ] - Forecasting the Iranian Tax Revenues: Application of Nonlinear Models
Abstract Tax is one of the main sources of financing government budget. Therefore, having a clear picture about the attainable amount of taxes are not only necessary for optimal allocation of scarce resources for tax collection, but also helps the government to develop precise tax collection programs .In this article, the structural features of the tax revenues series have first been examined ...
[ 2 ] - The Tail Mean-Variance Model and Extended Efficient Frontier
In portfolio theory, it is well-known that the distributions of stock returns often have non-Gaussian characteristics. Therefore, we need non-symmetric distributions for modeling and accurate analysis of actuarial data. For this purpose and optimal portfolio selection, we use the Tail Mean-Variance (TMV) model, which focuses on the rare risks but high losses and usually happens in the tail of r...
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