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Assessment Of Portfolio Management Skills In Iranian Capital Market Mutual Funds: Baysian Model Averaging Approach

کلیدواژه: Mutual Fund,Securities Portfolio Management,Market Timing,Security Selection,Panel Regression,Time Series Regression,Baysian Model Averaging

نویسندگان: asadi gharehjeloo behrang, Abdo Tabrizi Hossein

ناشر: پژوهش های برنامه و توسعه - Journal of Program & Development Research

Evaluating Portfolio management performance and Mutual fund’ s active management abilities is of particular importance. Capital asset pricing Model and holding Portfolios Model are among the most important studies to assess the ability of Mutual funds market timing and security selection. Thi... ادامه

سال:2019

لینک به محتوا با زبان هدف

نوع سند: Article

0 دانلود

15 بازدید

مشاهده/دانلود

Portfolio Diversification and Net Selectivity Performance of Mutual Funds in Iran by Using Fama Decomposition Model

کلیدواژه: Fama Decomposition Model,Mutual Funds,Net Selectivity,Diversification,Risk

نویسندگان: Sadeghi Goghari Samira, SOURI ALI, abbasinejad hosein, MEHRARA MOHSEN

ناشر: IRANIAN ECONOMIC REVIEW - IRANIAN ECONOMIC REVIEW

T he main purpose of this paper is to analyze the performance of Mutual funds in Iran by using Fama decomposition Model (1972). Thus, daily data of 55 Mutual funds during a four-year period from 21/3/2014 to 21/3/2018 were investigated. To achieve this goal, firstly, the performance of Mutual funds ... ادامه

سال:2020

لینک به محتوا با زبان هدف

نوع سند: Article

3 دانلود

13 بازدید

مشاهده/دانلود

Application of Hybrid Cells in Series Model in the Pollution Transport through Layered Material

کلیدواژه: Layered gravel,HCIS model,plug flow,mixed reservoirs,Peclet number

نویسندگان: CHABOKPOUR J.

ناشر: - Pollution

The present paper aims at investigating the applicability of hybrid cells in the Series Model for pollution transport inside the layered porous media. For this purpose, four layers of rock material have fallen inside the experimental flume, with eight sensors installed longitudinally inside the medi... ادامه

سال:2019

لینک به محتوا با زبان هدف

نوع سند: Article

5 دانلود

11 بازدید

مشاهده/دانلود

Spatial-Temporal Disaggregation of Rainfall Time Series Using Wavelet-Artificial Neural Network Hybrid Model

کلیدواژه: Rainfall Time Series,Disaggregation,Artificial Neural Networks,Wavelet Transform,Hybrid Model

نویسندگان: Farboudfam N., NOURANI V., AMINNEJAD B.

ناشر: تحقیقات منابع آب ایران - Iran-Water Resources Research (IWRR)

Due to the need to simulate rainfall time Series at different time scales for engineering purposes on one hand and lack of recordings for these parameters in small scales caused by the administrative and financial problems, on the other hand, disaggregation of rainfall time Series to the desired sca... ادامه

سال:2019

لینک به محتوا با زبان هدف

نوع سند: Article

0 دانلود

13 بازدید

مشاهده/دانلود

Multi-Objective Portfolio Optimization Model with Fuzzy-Robust Hybrid Approach (As a case:Tehran Stock Exchange)

کلیدواژه: portfolio, Multi-Objective optimization, Zimmermann fuzzy approach, Minimax regret, robustness

نویسندگان: Jaberi Mahsa, Mohammadi Emran, Azizi Amir

ناشر: بورس اوراق بهادار - JOURNAL OF SECURITIES EXCHANGE

The novel theory of the Portfolio optimization has developed based on the fundamental Markowitz Model. The Markowitz Model is unique in terms of theory, but its weaknesses prevent the use of this Model in practice. In this Model, the return rate is extracted based on past data, but in this research,... ادامه

سال:2022

لینک به محتوا با زبان هدف

نوع سند: Article

5 دانلود

9 بازدید

مشاهده/دانلود

A Hybrid Model of Stochastic Dynamic Programming and Genetic Algorithm for Multistage Portfolio Optimization with GlueVaR Risk Measurement

کلیدواژه: Portfolio optimization,Stochastic dynamic programming,GlueVaR risk measurement,Genetic algorithm,Scenario constructiom

نویسندگان: Ghandehari Maryam, AZAR ADEL, YAZDANIAN AHMAD REZA, Golarzi Gholamhossein

ناشر: مدیریت صنعتی - Industrial Management Journal

Objective: The selection of an optimal investment Portfolio for a long-term period does not seem logical. So the investors should update their investment Portfolios over specific time periods if needed. Since the problem dimensions significantly increase after the periods, a definitive solution to t... ادامه

سال:2019

لینک به محتوا با زبان هدف

نوع سند: Article

0 دانلود

12 بازدید

مشاهده/دانلود

Using DEA Model to Measure the Effect of Mutual Funds Capital Flows on Capital Market Technical Efficiency

کلیدواژه: Issued Flow,Redemption Flow,Net Flow,Mutual Funds,Market Technical Efficiency

نویسندگان: TAVANGAR AFSANEH, Khabbazzadeh Mohammad Esmaeil

ناشر: تحقیقات حسابداری و حسابرسی (تحقیقات حسابداری) - JOURNAL OF ACCOUNTING AND AUDITING RESEARCHES (ACCOUNTING RESEARCH)

In this research، we studied the effect of capital flows of Mutual Funds on Capital Market technical efficiency by using DEA (Data Envelopment Analysis) for 22 Mutual Funds listed in Tehran Stock Exchange during the years 2010-2014. We considered Mutual funds’ trade volume and total assets as... ادامه

سال:2019

لینک به محتوا با زبان هدف

نوع سند: Article

0 دانلود

12 بازدید

مشاهده/دانلود

Incorporating the Two Functions of Portfolio Management and Payment Services in the Banking System and Presenting a Favorable Model from the Islamic Banking Perspective

کلیدواژه: Portfolio Management,Payment Services Provision,Fractional Reserve System,100% Reserve System,Islamic Banking

نویسندگان: Jamour Mohammad, NADRI KAMRAN, SHABANI AHMAD

ناشر: جستارهای اقتصادی با رویکرد اسلامی - Journal of Economic Essays; an Islamic Approach

In the current fractional reserve banking system, the two functions of Portfolio management and payment services are incorporated simultaneously. The Portfolio management refers to the bank's function in absorbing and allocating funds. The function of payment services also refers to the use of bank ... ادامه

سال:2022

لینک به محتوا با زبان هدف

نوع سند: Article

0 دانلود

12 بازدید

مشاهده/دانلود

Modeling of River Quality Parameters Using Hybrid Time Series Models (Case Study: Gedarchay River)

کلیدواژه: Contemporaneous Models,Linear Models,Multivariate Models,Time series,Water Quality

نویسندگان: Sepehri L., KHALILI K.

ناشر: آبیاری و زهکشی ایران - Iranian Journal of Irrigation and Drainage

In this research, in order to study and evaluate the accuracy of single-variable time Series Models, multivariables time Series and hybrid Models in Modeling the river flow quality values in the Peygale hydrometric station located in the west of Lake Urmia from data The qualitative flow of the river... ادامه

سال:2019

لینک به محتوا با زبان هدف

نوع سند: Article

0 دانلود

13 بازدید

مشاهده/دانلود

A Hybrid Model Based on Multi-Attribute Decision Making and Fuzzy Multi-Objective Mathematical Programming for Stock Portfolio Evaluation and Selection Using Z-Number Approach

کلیدواژه: Multi-criteria Decision Making,Stocks Selection,Fuzzy AHP,Fuzzy Multi-objective Programming,Z-Number

نویسندگان: Kanaani A.H., Feylizadeh M.R., Hendalianpour A.

ناشر: تحقیق در عملیات در کاربردهای آن - Journal of Operational Research in its Applications

Selecting and creating a stock Portfolio on the stock exchange is one of the most important competitive tools in this century. However, various types of research show that the success rate of stock selection and Portfolio projects is not very high. Accordingly, it is necessary to pay special attenti... ادامه

سال:2023

لینک به محتوا با زبان هدف

نوع سند: Article

0 دانلود

17 بازدید

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