The Stock Optimal Portfolio using value at risk: Evidence from Tehran Stock Exchange
The value at risk as one of the risk measurement criteria can be used to determine the Stock Optimal Portfolio. The main objective of this study is to determine the optimum portfolio of shares using value at risk. To this end, data from the weekly prices of the stock of 17 selected cement companies...
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| Autors principals: | , , |
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| Format: | Artigo |
| Idioma: | Persa |
| Publicat: |
Allameh Tabataba'i University Press
2019-03-01
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| Col·lecció: | مطالعات تجربی حسابداری مالی |
| Matèries: | |
| Accés en línia: | https://qjma.atu.ac.ir/article_10012_841ae230559b37d48f5f071dae41424a.pdf |
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