The capital asset pricing model provides an equilibrium model to show the relationship between risk and return on assets. One of the economic areas is herd behavior, which has attracted a lot of attention in recent decades. Therefore, the present study deals with the herd behavior in the Iranian economy on the efficiency criteria of the asset pricing model. The research method used in this rese...

This article examines the relationship between return, systematic risk, skewness and kurtosis in Tehran stock exchange during 2002-2006. Similar research, in this field, shows different results on upward and downward markets, therefore the period under study is divided into sub periods including upward market (2002-2004) and downward market (2004-2006) and the relationship between these sub per...

Drought monitoring is one of the key factors in drought risk management and the use of drought indices such as the standardized precipitation index (SPI) is a useful tool in this regard. The aim of this study is to evaluate and zone drought risk in different years and return periods in Karkheh basin. For this purpose, Standardized Precipitation Index (SPI) as a selected index was used to assess...

The most important problem in estimating floods is the lack of sufficient statistics and consequently the lack of evaluation of the appropriate amount of flow. One of the flood estimation methods in these basins is the use of hydrological modeling. In this study, Shahbahram river flood modeling was performed with Nazmkan hydrometric station located in Kohkiluyeh Boyer-Ahmad province with HEC-HM...