Portfolio Optimization by Stochastic Dominance Method in the Tehran Stock Exchange
The formation of the optimum portfolio based on risk and return is one of the most important decisions of investors in financial markets, for which there are various methods. Markowitz’s Mean-Variance method was the first method introduced in this area; but because of the normality assumption for th...
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| Hoofdauteurs: | , , , |
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| Formaat: | Artigo |
| Taal: | Persa |
| Gepubliceerd in: |
Allameh Tabataba'i University Press
2019-12-01
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| Reeks: | Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī |
| Onderwerpen: | |
| Online toegang: | https://jims.atu.ac.ir/article_10564_5728aab70dc7f705297e3de2af3a4dea.pdf |
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