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Issue Info: 
  • Year: 

    2019
  • Volume: 

    7
  • Issue: 

    3 (26)
  • Pages: 

    1-26
Measures: 
  • Citations: 

    0
  • Views: 

    869
  • Downloads: 

    0
Abstract: 

Objective: Modelling Dynamic nature of covariance of assets return almost always is a challenging area of finance. Econometrics models just pay attention to variance behavior longitudinally, however, core of numerous finance models need the analysis of the total covariance structure of returns. Method: Among the first models that analyze covariance behavior are multivariate GARCH models which were criticized for the need to estimate a large number of parameters. This paper is aimed to investigate the effect of stock return Dynamic Correlation structure on systematic risk, idiosyncratic risk and average stock return. To this end, a sample of 148 listed companies in Tehran Stock Exchange is examined during 2003 to 2014. GARCH framework is used for testing this claim. Results: According to the results, Securities that were highly correlated with Market wide risk factors in the past are likely to have low systematic risk, idiosyncratic risk and average return at present. It can be expected there is significant relationship between idiosyncrstic risk and Correlation for lower turnover stock (information transparency proxy) although there is no relationship for smaller firms.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2009
  • Volume: 

    5
  • Issue: 

    3 (19)
  • Pages: 

    141-146
Measures: 
  • Citations: 

    0
  • Views: 

    2868
  • Downloads: 

    0
Abstract: 

Introduction: The aim of this study is to determine some of the maternal risk factors that lead to preterm delivery. Recognizing these risk factors makes it possible to prevent preterm labors as the most frequent cause of neonatal morbidity and mortality. Materials and Methods: This is a descriptive-analytical research study. The data were collected from the recorded information in the files of mothers and preterm neonates that had been born in Bahman 22nd and Shahrivar 17th Hospitals in Mashhad during 2007-2009. The case group consists of 360 preterm deliveries (before week 37th of gestation). The control group consists of 360 term deliveries (after week 37th of gestation). In this study, some of the maternal risk factors leading to preterm labor were taken into consideration. The criteria selected were: maternity age, previous abortions, number of previous pregnancies, preeclampsia, the number and gender of fetuses, diabetes and bacterial vaginitis. Also, UTI, the premature rupture of membrane (PROM) was extracted from the registration records. Using SPSS, the two groups were compared and the data were analyzed with the method of chi- square test.Results: In this study, the prevalence rate of preterm labor was estimated as 6.1%. The findings suggest that maternal risk factors, such as diabetes, UTI, maternity age, the number of previous pregnancies and the gender of fetus did not cause any significant difference between the groups of the study, but we found significant p-value for the risk factors, such as bacterial vaginitis, PROM, preeclampsia, previous abortions, and the number of fetuses. Conclusion: We can reduce the incidence of preterm labor as a result of which the rate of morbidity and mortality of preterm neonates would decrease. This can be materialize  through early diagnosis and treatment of maternal genitourinary infections, prevention of premature rupture (PROM) and preeclampsia as well as preventing repeated abortions and iatrogenic multiple gestation with induction of ovulation.

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Issue Info: 
  • Year: 

    2020
  • Volume: 

    38
  • Issue: 

    570
  • Pages: 

    227-230
Measures: 
  • Citations: 

    0
  • Views: 

    432
  • Downloads: 

    0
Abstract: 

The world is embroiled in a pandemic of a new coronavirus at the end of 2019 and early in 2020, with such a large scale that it has severely involved the political, economic, and social systems in most countries around the world. The scale of the crisis is so widespread that many experts believe that the post-corona world will be substantially different from the pre-corona world. In the face of this massive epidemic, how people perceive risk and how to risk is communicated, plays a central role in deciding and choosing people's behavior. Fighting with this emerging phenomenon requires mobilizing all the possibilities of society and helping all people in the field of empathy and altruism. In this article, we briefly review aspects of the important concept of risk perception and communication in this pervasive crisis.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2020
  • Volume: 

    31
  • Issue: 

    8
  • Pages: 

    576-581
Measures: 
  • Citations: 

    0
  • Views: 

    282
  • Downloads: 

    47
Abstract: 

Background & Aims: supracondylar humerus fracture is one of the most common pediatric elbow fractures accounting for about 16% of the pediatric fractures. Loss of reduction is one of the complications after closed and percutaneous fixation. This research is aimed to investigate the factors involved in the loss of reduction. Method: In this descriptive study, the children with supracondylar humerus fractures were examined. 175 children under the age of 10 with type 3 and 4 supracondylar humerus fracture fractures who underwent closed fixation and pinning were entered into the study. The studied factors were analyzed by a logistic regression method. Results: in this study 175 children under the age of 10 including 71 girls and 104 boys (59. 4%) with the average age of 5. 4± 2. 4 were investigated. In 153 cases, (87. 4%) the fixation was anatomical and stable during the follow-up; while 22 cases (12. 6%) had the loss of fixation. The most important anatomical disorder was internal rotation displacement in the medial distal part of fracture in these 22 cases. Pinning technique and obesity were among the effective factors in the failure of the anatomical reduction. In a way that obese children (above 85 percentile or IBM>25) and the lateral pinning location were divergent but they crossed in the fracture site and were effective with odd ratios of 1. 3 (CI 95% 0. 8-2. 3) and 1. 8 (CI 95% 0. 9-2. 3), respectively. In 14 cases (63. 6%) the failure was due to the place of fracture cross and in 8 cases (36. 6%) the complication occurred in the obese children. The fracture type had no effect on the loss of reduction as no difference was observed. Conclusions: Obesity and fixation technique are among the effective factors in the loss of reduction in pediatric supracondylar humerus fractures. In obese children, cross-suitable fixation should be considered to prevent complications.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    1394
  • Volume: 

    1
Measures: 
  • Views: 

    455
  • Downloads: 

    0
Abstract: 

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Yearly Impact:   مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2023
  • Volume: 

    53
  • Issue: 

    1
  • Pages: 

    69-79
Measures: 
  • Citations: 

    0
  • Views: 

    202
  • Downloads: 

    43
Abstract: 

In this paper, a novel risk-based, two-objective (technical and economical) optimal reactive power dispatch method in a wind-integrated power system is proposed which is more consistent with operational criteria.  The technical objective includes the minimization of the new voltage instability risk index. The economical objective includes cost minimization of reactive power generation and active power loss. The proposed voltage instability risk employs a hybrid possibilistic (Delphi-Fuzzy)-probabilistic approach that takes into consideration the operator’s experience, the wind speed and demand forecast uncertainties when quantifying the risk index. The decision variables are the reactive power resources of the system. To solve the problem, the modified multi-objective particle swarm optimization algorithm with sine and cosine acceleration coefficients is utilized. The method is implemented on the modified IEEE 30-bus system. The proposed method is compared with those in the previously published literature, and the results confirm that the proposed risk index is better at estimating the voltage instability risk of the system, especially in cases with severe impact and low probability. In addition, according to the simulation results compared to typical security-based planning, the proposed risk-based planning may increase the security and economy of the system due to better utilization of system resources.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Author(s): 

POURHASHEMI S.J.

Issue Info: 
  • Year: 

    2003
  • Volume: 

    14
  • Issue: 

    4 (43)
  • Pages: 

    74-84
Measures: 
  • Citations: 

    0
  • Views: 

    1721
  • Downloads: 

    0
Abstract: 

In the past two decades caries risk prediction has been and important subject for investigators. Caries risk assessment is an effective method for the prediction of future caries. By CRA the high-risk groups are determined. Then the prevention programs in relation to high-risk groups, be perform. This article is the results of a research project which has been performed by the author in Tehran. 218 primary school children (7 years old) have participated in this study. They have been examined for caries risk factors in three stages: 1- By a questionnaire for personal and socio demographic information. 2- Bite wing radiography to diagnosis the incipient proximal caries. 3- Dental examination of the student. Results of the research showed 34 person (15.6%) were high-risk, 63 person were low-risk and 121 person (55.5%) were moderate risk. Some of the caries risk factor have been also evaluated.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    1394
  • Volume: 

    4
Measures: 
  • Views: 

    1034
  • Downloads: 

    0
Abstract: 

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Yearly Impact:   مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2017
  • Volume: 

    6
  • Issue: 

    2 (12)
  • Pages: 

    193-224
Measures: 
  • Citations: 

    0
  • Views: 

    1029
  • Downloads: 

    0
Abstract: 

Adopting appropriate and efficient tools for risk management is a core element in managing a variety of risks. Insurance-Linked Securities are modern financial-insurance tools which have been utilized widely by the insurers to cover risks especially catastrophe related risks and massive risks. Moreover, these Securities are financial tools that occur in life insurance securitizations. Heretofore, the risk securitizations have been inside the insurance industry and the operational models for issuing such Securities on oil and gas projects' risks have not been presented to the literature yet. Considering the importance of oil and gas sector and also the high diversity and variety of oil and gas projects' risks and in order to diversify the risk management tools in the hands of oil and insurance industries, this paper has tried to develop a model for issuing oil risk Securities based on Simon' s theory of bounded rationality (1996). This model is consistent with conditions in Iranian oil and insurance industries and the Islamic juridical (Shari' ah) considerations for the corresponding investments.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2014
  • Volume: 

    4
  • Issue: 

    17
  • Pages: 

    1-12
Measures: 
  • Citations: 

    0
  • Views: 

    989
  • Downloads: 

    0
Abstract: 

Initially In this study, we introduce a new index called Revised Sharp (R-Sharp) for evaluation of portfolio in investment companies in Tehran Stock Exchange, and then examine this index were compared with the Sharp index. In the R-Sharp index, value at risk concept was used due to the properties of VaR and its application in the international financial institutions.The results indicate that the VaR calculation by GARCH is not applicable since time series data have not heteroscedasticity. Therefore, VaR was calculated for 10 investment companies by risk Metrics method with  l=0.94 in coefficient level at 99.9%, 99% and 95% for 1-day and 10-day. In order to assess the accuracy of VaR calculation, the Wilcoxon signed ranks test was utilized. The results indicate that VaR Back testing at 95% and one-day period for all companies, were reliable.In this study, after calculating VaR and VaR Back testing, R-SHARP and SHARP indexes calculated for the period of study (2007-2010). The results show that there are some differences in the ranking of R-SHARP and SHARP indexes. So we tested the difference of R-SHARP and SHARP indexes by nonparametric tests such as Wilcoxon signed ranks test. Results of these tests indicate that sleight insignificant differences of indexes.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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