Soheib Ahadi
Master of Finance, Financing and Investment in Oil and Gas Industry, Department of Accounting and Finance, Petroleum University of Technology, Tehran Faculty of Petroleum, Tehran, Iran
[ 1 ] - Optimizing Stock Portfolio of Investment Companies Operating in Field of Petrochemical and Refinery Based on Multivariate GARCH Models
The main objective of this research is to optimize the stock portfolio of investment companies operating in the field of petrochemical and refining industries through minimizing risk with respect to the expected return. In this regard, first of all, the compositions of sample firm's portfolios were investigated during 2013 to 2016 and high-weight industries were selected. Then, the risk of retu...
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