This study aimed to present a model for portfolio risk premium assessment of companies listed in Tehran Stock Exchange. In order to achieve this purpose, monthly data of 150 companies listed in Tehran Stock Exchange during 2007-2017 was used. In this study, the predictive powers of FamaFrench three-factor model [11], Carhart four-factor model [1], Fama - French five-factor model [24], Brousseau...

a weighted linear regression model with impercise response and p-real explanatory variables is analyzed. the lr fuzzy random variable is introduced and a metric is suggested for coping with this kind of variables. a least square solution for estimating the parameters of the model is derived. the result are illustrated by the means of some case studies.

Canonical correspondence analysis and redundancy analysis are two methods of constrained ordination regularly used in the analysis of ecological data when ordinations based on several response variables (for example, species abundances) are related linearly to several explanatory variables (for example, environmental variables, spatial positions of samples). In this report I demonstrate the adv...

Use of multiplicative interaction explanatory variables has been a standard practice in the regression modeling literature, and estimation parameters such model case spatial autoregressive (SAR) or Durbin (SDM) models can be accomplished using existing software for estimation. However, use conventional scalar summary estimates direct indirect effects reflecting own- other-region impacts on depe...