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Investigating The Relationship Between Bank, Automotive, Cement, Base Metals, And Petroleum Products in Tehran Stock Exchange in Positive and Negative Return by Asymmetric TVP-VAR

The interplay between various industrial groups plays a crucial role in determining the optimal investment portfolio for investors. Identifying which group carries or accepts risk within a specific time period and performance range allows for necessary adjustments in the investor's portfolio to achi...

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Autori principali: Vahid Omidi, Soheil Roudari, Amir Jamshidi
Natura: Artigo
Lingua:Persa
Pubblicazione: Alzahra University 2024-03-01
Serie:راهبرد مدیریت مالی
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Accesso online:https://jfm.alzahra.ac.ir/article_7642_9c1734efc8af9075b94e4ebff9ead202.pdf
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