evaluating the efficiency of technical analysis rules in tehran stock exchange
Authors
abstract
0
similar resources
evaluating for profitability of technical trading rules in tehran stock exchange - a bootstrap approach
0
full textconditional copula-garch methods for value at risk of portfolio: the case of tehran stock exchange market
ارزش در معرض ریسک یکی از مهمترین معیارهای اندازه گیری ریسک در بنگاه های اقتصادی می باشد. برآورد دقیق ارزش در معرض ریسک موضوع بسیارمهمی می باشد و انحراف از آن می تواند موجب ورشکستگی و یا عدم تخصیص بهینه منابع یک بنگاه گردد. هدف اصلی این مطالعه بررسی کارایی روش copula-garch شرطی در برآورد ارزش در معرض ریسک پرتفویی متشکل از دو سهام می باشد و ارزش در معرض ریسک بدست آمده با روشهای سنتی برآورد ارزش د...
Evaluating quantitative stock selection strategies in Tehran Stock Exchange
There are different strategies for selecting stocks, and different investors use different strategies according to their risk tolerance or their expected rate of return. In this study, the profitability of a broad range of stock se-lection strategies in Tehran Stock Exchange over the period 1370-1383, has been examined, and it has been investigated whether the successful strategies in other cou...
full textPerformance Evaluation of the Technical Analysis Indicators in Comparison whit the Buy and Hold Strategy in Tehran Stock Exchange Indices
Technical analysis is one of the financial market analysis tools. Technical analysis is a method of anticipating prices and markets through studying historical market data. Based on the factors studied in this type of analysis, indicators are designed and presented to facilitate decision-making on buy and sell stress and then buy and sell action in financial markets. This research evaluates per...
full textAssessment of the efficiency of banks accepted in Tehran Stock Exchange using the data envelopment analysis technique
The research provides a systematic method for assessing the financial performance of the banks. The analysis is based on a set of benchmarks related to the financial performance of the banks. In this regard, this research has explored a model for evaluating accepted banks in Tehran Stock Exchange using the data envelopment analysis method. The purpose of this research is to apply the research m...
full textAssessment of the efficiency of banks accepted in Tehran Stock Exchange using the data envelopment analysis technique
The research provides a systematic method for assessing the financial performance of the banks. The analysis is based on a set of benchmarks related to the financial performance of the banks. In this regard, this research has explored a model for evaluating accepted banks in Tehran Stock Exchange using the data envelopment analysis method. The purpose of this research is to apply the research m...
full textMy Resources
Save resource for easier access later
Journal title:
مهندسی صنایعجلد ۴۳، شماره ۱، صفحات ۰-۰
Hosted on Doprax cloud platform doprax.com
copyright © 2015-2023