saniee, Ehsan

Bu Ali sina Universiy

[ 1 ] - Optimal Investment Horizon Tehran Price Index (Tepix) and Its Comparison with Indices of Automotive, Sugar, Pharmaceutical, Financial and Banking Industries

In the analysis of the stock market and its market indices, instead of estimating returns and their distributions at a given time interval, it is possible to extract optimal time to achieve a certain return. In this study, the distribution of investment horizons and optimal investment horizons through inverse gamma statistics method for the indices of automobile, sugar, pharmaceutical, financia...