uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

In recent years, the development of Securities markets has contributed greatly to the flourishing and development of countries. Having a structured and dynamic capital market has been one of the basic requirements of countries on the path of development, and the role of this market in creating economic equilibrium is known to everyone. Therefore, explaining the volatility of the stock market is...

the outcome of this research is a practical framework for “idea generation phase of new product development process based on customer knowledge”. in continue, the mentioned framework implemented in a part of iran n.a.b market and result in segmenting and profiling this market. also, the critical new product attributes and bases of communication message and promotion campaigns extracted. we have...

type text or a website address or translate a document. abstract liquidity is considered the most important aspect of the development of stock markets. the main objective of this study was to evaluate the effect of the quality of financial information provided to replace its financial statements nmvdh and shrkt hayy that the liquidity of the shares on the tehran stock exchange is between the ...

Examining the transfer of returns in the markets helps analysts to identify the reasons for the movement of liquidity ratio between the markets. In this study, the monthly data of the gold market price index, housing, stock exchange and the currency has been used in Iran for the past twenty years. Investigating the interactions between price returns The stock market, housing, currency and gol...

in iran we already use laminate tubes only in cosmetics industry. laminate tube manufacturers via using the most modern technology of the world, faced with the laminate tube market being saturated in cosmetics industry for packaging the cosmetic creams and toothpaste. but considering the great food market and therefore laminate tube features such as beautiful packaging, ease of use for the fina...

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...

some researches made in the field of agency problem issue, deal with the role of control systems regarding owners and managers. in this research the relationship between the two control mechanisms, namely the voluntary disclosure (external control mechanism) and outside directors (internal control mechanism), which are reductive of agency problems, has been studied. for this reason, a sample ...