Reza Raei(پروفسور رضا راعی)

Reza Raei(پروفسور رضا راعی)

University of Tehran

H-index: 16

Asia-Iran

About Reza Raei(پروفسور رضا راعی)

Reza Raei(پروفسور رضا راعی), With an exceptional h-index of 16 and a recent h-index of 12 (since 2020), a distinguished researcher at University of Tehran, specializes in the field of Finance, Investment, Banking, Financial engineering, Behavioural Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

The Impact of Financial Development on Monetary Policy Efficiency with Emphasis on Shadow Banking and Sanctions: An Application of the Space-State Model

Analysis the risk contagion from financial sector to other economic sectors

Investigating the effect of Banks Network Topology on Banks Systemic Risk in Tehran Stock Exchange–By Using DCC Approach

Designing a model for early warning system of systemic risk in listed banks and insurances in Iran stock exchanges using SRISK and segmented regression.

Bank Competition and Systemic Risk of Banking System in Iran

Decomposition of Systemic Risk and Analysis of the Relationships of Its Dimensions with the Characteristics and Financial Performance of the Banks Listed in Tehran Stock …

Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach

Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming

Reza Raei(پروفسور رضا راعی) Information

University

Position

Professor of Finance

Citations(all)

1129

Citations(since 2020)

648

Cited By

710

hIndex(all)

16

hIndex(since 2020)

12

i10Index(all)

29

i10Index(since 2020)

17

Email

University Profile Page

University of Tehran

Google Scholar

View Google Scholar Profile

Reza Raei(پروفسور رضا راعی) Skills & Research Interests

Finance

Investment

Banking

Financial engineering

Behavioural Finance

Top articles of Reza Raei(پروفسور رضا راعی)

Title

Journal

Author(s)

Publication Date

The Impact of Financial Development on Monetary Policy Efficiency with Emphasis on Shadow Banking and Sanctions: An Application of the Space-State Model

Economic Growth and Development Research

Mansour Khalili Iraqi

Sajad Barkhordari

Amin Gallavani

2020/6/21

Analysis the risk contagion from financial sector to other economic sectors

Journal of Mathematics and Modeling in Finance

Reza Raei

Alireza Najjarpour

2023/9/1

Investigating the effect of Banks Network Topology on Banks Systemic Risk in Tehran Stock Exchange–By Using DCC Approach

Journal of Financial Management Perspective

Ali Namaki

Reza Raei

Hossein Askari Rad

2023

Designing a model for early warning system of systemic risk in listed banks and insurances in Iran stock exchanges using SRISK and segmented regression.

Journal of Securities Exchange

Hasan Hakimian

Reza Raei

2023/5/1

Bank Competition and Systemic Risk of Banking System in Iran

Journal of Economic Research (Tahghighat-E-Eghtesadi)

Ali Namaki

Reza Raei

Mohammad Pourtalebi Jaghargh

2023/12/9

Decomposition of Systemic Risk and Analysis of the Relationships of Its Dimensions with the Characteristics and Financial Performance of the Banks Listed in Tehran Stock …

Journal of Asset Management and Financing

Reza Raei

Ali Namaki

Hossein Askarirad

2023/3/21

Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach

Financial Research Journal

Shapour Mohammadi

Reza Raei

Farid Tondnevis

2022/2/20

Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming

Financial Research Journal

Reza Raei

Ali Namaki

Moemen Ahmadi

2022/8/23

The time-scale effect of volatility of asset market on the efficiency of the country's banking network with emphasis on regime change

Journal of decisions and operations research

Reza Raei

Saeed Bajalan

Zahra Saedi

2022/4/21

Development of the Model of Factors Affecting Stock Returns

Journal of Asset Management and Financing

Reza Raei

Shapoor Mohammadi

Alireza Ajam

2022/9/23

Investigation of the Financial Factors Affecting the Growth of Listed Companies on the Tehran Stock Exchange1

S Fatemeh Hosseini

Reza Raei

Shapour Mohammadi

2022/1/1

Investigating the Impact of Liquidity Creation on Profitability and Financial Stability of Banks

Financial Management Perspective

Marjan Izadkhah

Masoud Izadkhah

Reza Raei

2022/6/22

Modeling stock price movements prediction based on news sentiment analysis and deep learning

Annals of Financial Economics

Maedeh Tajmazinani

Hossein Hassani

Reza Raei

Saeed Rouhani

2022/3/9

Comparing the collective behavior of banking industry in emerging markets versus mature ones by random matrix approach

Frontiers in Physics

H Vahabi

A Namaki

R Raei

2022/9/8

Analysis of Stock Market Manipulation using Generative Adversarial Nets and Denoising Auto-Encode Models

Advances in Mathematical Finance and Applications

Hamed Hamedinia

Reza Raei

Saeed Bajalan

Saeed Rouhani

2022/1/1

A Comprehensive Review of Stock Price Prediction Using Text Mining

Maede Taj Mazinani

Hosein Hassani

Reza Raei

2022/6/1

Presenting a market direction prediction model for gold coin trades in Iran’s Commodity Exchange market using Long Short-Term Memory (LSTM) algorithm

Financial Engineering and Portfolio Management

Soheil Zoghi

Reza Raei

Saeed Falahpor

2022/12/22

Evaluation of Residential Project With Option to Delay

Financial Engineering and Portfolio Management

Hanzaleh Fendereski

Shapour Mohammadi

Ali Foroush Bastani

Reza Raei

2021/12/22

Intraday Liquidity and Return Dependency Structure Modeling of a Portfolio in Tehran Stock Exchange with ACP-GARCH-High Dimension Vine Copula

Financial Management Strategy

S Fatemeh Hosseini

Reza Raei

Shapour Mohammadi

2021/12/22

Calculating Tail Value at Risk Using a EGARCH-Extreme Learning Machine Model And The long-term forecast approach in the insurance industry

Journal of Investment Knowledge

Reza Raei

Azam Honardoust

Ezzatolah Abbasian

2021/9/23

See List of Professors in Reza Raei(پروفسور رضا راعی) University(University of Tehran)

Co-Authors

H-index: 42
Seyed Mahmoud Hashemi

Seyed Mahmoud Hashemi

Shahid Beheshti University of Medical Sciences

H-index: 26
Reza jafari

Reza jafari

Shahid Beheshti University

H-index: 15
Mohammad Safari; Ph.D.

Mohammad Safari; Ph.D.

University of Mazandaran

H-index: 14
Amirhossein Shirazi (A. H. Shirazi)

Amirhossein Shirazi (A. H. Shirazi)

Queen's University

H-index: 14
reza tehrani

reza tehrani

University of Tehran

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