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Activities

Employment (1)

University of Tehran: Tehran, Tehran, IR

2015-07-06 to present | Assistant Professor (Management, Finance)
Employment
Source: Self-asserted source
Reza Eyvazloo

Education and qualifications (1)

University of Tehran: Tehran, Tehran, IR

2007-09-23 to 2012-07-21 | PhD (Finance)
Education
Source: Self-asserted source
Reza Eyvazloo

Works (20)

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

Financial Research Journal
2022-04-15 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Multi-Factor asset pricing model in Iranian Capital Market

Journal of Financial Management Perspective
2021-02-09 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Optimization and active management of Portfolio Using Aunt Colony Algorithm Considering Uncertainty and Robust Programming; Case: Tehran Stock Exchange

Financial Engineering and Portfolio Management
2020-03-15 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk

Financial Research Journal
2019-10-07 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Measuring systemic risk in the financial institution via dynamic conditional correlation and delta conditional value at risk mode and bank rating

Journal of Asset Management and Financing
2019-08-15 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Foster-Hart Optimal Portfolio

Financial Engineering and Portfolio Management
2019-07-18 | Journal article
Source: Self-asserted source
Reza Eyvazloo

A Comparative Evaluation of the NIOC’s Risk Factor in the IPC, Buy-Back and PSC Contract Arrangements

ranian Energy Economics
2019-06-17 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran

Financial Research Journal
2019-05-06 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model

Iranian Journal of Finance
2018-04-02 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Dynamic Survey Of The Relationship Between Gold And Crude Oil’S Price Uncertainty With Banks Stock Index-Method Of State Space

FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)
2018-03-17 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches

Finance Research Journal
2017-08-10 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Idiosyncratic Risk and Market Friction in Investment Process

Journal of Investment Knowledge
2017-03-09 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Analyzing the Performance of Fama and French Five-factor Model Using GRS Test

Financial Research Journal
2017-02-10 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Modelling order arrivals at price limits using Hawkes processes

Finance Research Letters
2016-11-10 | Journal article
Source: Self-asserted source
Reza Eyvazloo

A Survey on Information Risk using Microstructure Models

Management Research in Iran
2013 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Estimating Probability of Private Information Based Trade Using Micro-structure Model

Financial Research Journal
2013-08-10 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Calendar Effects of Insider Trading Probability

Journal of Securities Exchange
2012-05-04 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Fama and French Three Factors and Value Premium; Critical Viewpoints

Journal of Securities Exchange
2009-07-02 | Journal article
Source: Self-asserted source
Reza Eyvazloo

The Value Premium in Capital Asset Pricing; the Case of Tehran Stock Exchange

Financial Research Journal
2008-04-03 | Journal article
Source: Self-asserted source
Reza Eyvazloo

Investigation on relation between information asymmetry and liquidity via market microstructures model in Tehran Stock Exchange

Journal of Financial Knowledge of Securities Analysis
Journal article
Source: Self-asserted source
Reza Eyvazloo