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Author = shapour mohammadi
Number of Articles: 3
Survey on Information Risk using Microstructure Models
Volume 17, Issue 3 , September 2013, , Pages 71-85
Abstract
Classic asset pricing models assume that distribution of information is symmetric and suppose similar trade-off between risk and return among investors. In terms of information asymmetry that some traders have private information, investors will be faced with information risk; this is the risk of trading ... Read MoreANALYZING STOCKRETURN COMOVEMENT IN TEHRAN STOCK EXCHANGE USING APT APPROACH
Volume 16, Issue 1 , May 2012, , Pages 93-106
Abstract
In this thesis we considered the effects of macro-economic factors on stock returns in order to estimate the risk free rate of return. For doing so, we used monthly returns of companies from 1383-1 to 1387-12.The sample of this thesis was consist of 48 companies which were present in stock market. Then ... Read MoreMean-Semivariance Portfolio Optimization Using Harmony Search Method
Volume 15, Issue 3 , November 2011, , Pages 105-128