Work

Determining the Optimal Portfolio in Iran Stock Exchange by Value at Risk Approach

Year: 2013

Type: article

Authors: Mohammad Shafi Mir, Mohammadi Sadrabadi, Mahmoud Moeinaddin, Shahnaz Nayebzadeh

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2188569682

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Cites: 19

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Related to: 10