نتایج جستجو برای: sample var for two portfolios oftehran stock exchange tse companies market portfolio and aportfolio of 50 liquid companies

تعداد نتایج: 25272776  

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد تهران مرکزی - دانشکده اقتصادو علوم اجتماعی 1390

today, the route for economic development in most countries is the same as international open competitive economy. economic institutes well known that supportive public economy belonged on the past and they may compete in the global economy. it is obvious that if they have no competitive potency or not familiar with competition technique, they may be devastated. banking system aims to collect t...

The lack of sufficient information about the past and present performance of newly accepted companies at Tehran Stock Exchange, uncertainty in future perspective of these new companies, lack of precedent transactions for the stocks of these companies and also existence of information asymmetry between the suppliers of new stock and external investors have caused confusion in the process of pric...

Journal: :international journal of data envelopment analysis 2015
sh. banihashemi m. sanei

the present study is an attempt toward evaluating the performance of portfolios and asset selectionusing cross-efficiency evaluation. cross-efficiency evaluation is an effective way of ranking decisionmaking units (dmus) in data envelopment analysis (dea). conventional dea models assume nonnegativevalues for inputs and outputs. however, we know that unlike return and skewness, varianceis the on...

Portfolio optimization is one of the most important issues for effective and economic investment. There is plenty of research in the literature addressing this issue. Most of these pieces of research attempt to make the Markowitz’s primary portfolio selection model more realistic or seek to solve the model for obtaining fairly optimum portfolios. An efficient frontier in the ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شاهد - دانشکده هنر 1391

now-a-days graphic design plays a major role in influencing culture, society, business, and customers, in such a way that one could look upon every individual as a potential customer. graphic designers seek to identify customers needs and find an intelligent solution for them. correct identification and understanding of those needs is the first step towards achieving ones goals. marketing knowh...

Journal: :تحقیقات مالی 0
محمدرضا پورابراهیمی استادیار مدیریت مالی، دانشگاه شهید بهشتی، تهران، ایران احمد پویان فر دکتری مدیریت مالی، دانشگاه تهران، ایران سید محسن موسوی کارشناس ارشد مدیریت مالی، دانشگاه شهید بهشتی، تهران، ایران

in this thesis we predict asymmetric risk premium in bothvalue and growth stock portfolios. there are two competingapproaches to explain value premium: market over-reactionhypothesis based on which agents overstate future returns on growthstock, and rational market risk hypothesis that says value stocks areinherently riskier than growth stocks. rational market riskhypothesis has two different e...

Journal: :international journal of finance and managerial accounting 0
zahra dianati deilami associate professor of accounting, faculty of financial sciences, kharazmi university, tehran, iran amir alambeigi assistant professor of agricultural engineering, university of tehran, tehran, iran morteza barzegar msc of accounting, faculty of financial sciences, kharazmi university, member of imaa and ifea, tehran, iran

in many countries, particularly developing countries, economic reforms, especially privatization, are considered as a strategic approach. the growth of the government decreases the competition in the market, and so, some fields should be privatized in order to create the competition.  by moving towards privatization and the changes in competition methods and the presentation of the world trade,...

Journal: :تحقیقات مالی 0
اصغر عارفی استادیار دانشگاه شهید بهشتی، تهران، ایران

this research presents a study concerning the relationship between acquisition premium and acquirer returns in acquisition transactions to examine whether the acquirers have been able to earn back the paid premiums through post-acquisition returns after the acquisition. this study is based on data gathered through acquisitions during the period between 2001 and 2006in tehran stock exchange (tse...

Abbas Baharipour, Allah Karam Salehi Sajjad Mohammadi,

One of the reasons that companies avoid paying their taxes is that they choose to use debts for their funding. In other words, tax saving, an activity of companies to avoid taxpaying, can be used to finance corporate projects. Furthermore, since institutional owners are more inclined to supervise, they may shrink managerial behaviors to avoid taxpaying. In this study, institutional owners’ supe...

Journal: :تحقیقات مالی 0
عباس عباسی دانشیار بخش مدیریت دانشکدة اقتصاد، مدیریت و علوم اجتماعی دانشگاه شیراز، شیراز، ایران علی محمدی دانشیار بخش مدیریت دانشکدة اقتصاد، مدیریت و علوم اجتماعی دانشگاه شیراز، شیراز، ایران ایمان استعجاب کارشناس ارشد مدیریت صنعتی دانشگاه شیراز، شیراز، ایران

the purpose of this study was proposing a suitable pattern for evaluating and assessing companies. to reach this important goal, the fuzzy delphi method (fdm was employed. after the evaluation pattern was created, the fuzzy analytic hierarchy process (fahp) was used in order to find the weight of all selected factors, and the significance of each of evaluation factor was determined. next, compa...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید