STUDY AND DETERMINATION OF OPTIMAL PORTFOLIO FOR STOCK OF ACTIVE FOOD INDUSTRIAL COMPANY IN TEHRAN STOCK

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GHADIRI MOGHADAM A.; RAFIY H.

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Journal: Journal of Agricultural Economics & Development Year:2010 | Volume:24 | Issue:3 Page(s): 304-309

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Information Journal Paper

Title

STUDY AND DETERMINATION OF OPTIMAL PORTFOLIO FOR STOCK OF ACTIVE FOOD INDUSTRIAL COMPANY IN TEHRAN STOCK

Author(s)

GHADIRI MOGHADAM A. | RAFIY H. | Issue Writer Certificate

Keywords

OPTIMAL PORTFOLIOQ2

TEHRAN STOCKSQ3

FOOD INDUSTRIAL COMPANYQ3

VALUE AT RISK INDEXQ3

Abstract

Portfolio definition is the most important decision for individuals and legal persons that invest in stock. The main objective of this paper is study and determination of OPTIMAL PORTFOLIO for stock of active FOOD INDUSTRIAL COMPANY in Tehran stock based on value at risk (VaR) index. For this purpose, we used weekly static of stock of active FOOD INDUSTRIAL COMPANY in Tehran from Bahman 1387 - Tir 1389. Also for analysis of static and data, we used mathematical programming with integral number. The results show that the stock of Salemin and Magsal farming and animal husbandry are exist in all OPTIMAL PORTFOLIO that with increasing VaR, the stock of Mino industrial company is also introduces in OPTIMAL PORTFOLIO. Other results of this paper show that there is a direct relation between VaR and return expected of investors and also there isn’t a specified relation between VaR and kind of OPTIMAL PORTFOLIO (number of stocks in portfolio).

Cites

PORTFOLIO OPTIMIZATION MODEL TO OPTIMIZE THE PERFORMANCES OF CLASSICAL FORECASTING STABLE PORTFOLIO RISK AND RETURN

References

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APA: Copy

GHADIRI MOGHADAM, A., & RAFIY, H.. (2010). STUDY AND DETERMINATION OF OPTIMAL PORTFOLIO FOR STOCK OF ACTIVE FOOD INDUSTRIAL COMPANY IN TEHRAN STOCK. JOURNAL OF ECONOMICS AND AGRICULTURE DEVELOPMENT, 24(3), 304-309. SID. https://sid.ir/paper/141965/en

Vancouver: Copy

GHADIRI MOGHADAM A., RAFIY H.. STUDY AND DETERMINATION OF OPTIMAL PORTFOLIO FOR STOCK OF ACTIVE FOOD INDUSTRIAL COMPANY IN TEHRAN STOCK. JOURNAL OF ECONOMICS AND AGRICULTURE DEVELOPMENT[Internet]. 2010;24(3):304-309. Available from: https://sid.ir/paper/141965/en

IEEE: Copy

A. GHADIRI MOGHADAM, and H. RAFIY, “STUDY AND DETERMINATION OF OPTIMAL PORTFOLIO FOR STOCK OF ACTIVE FOOD INDUSTRIAL COMPANY IN TEHRAN STOCK,” JOURNAL OF ECONOMICS AND AGRICULTURE DEVELOPMENT, vol. 24, no. 3, pp. 304–309, 2010, [Online]. Available: https://sid.ir/paper/141965/en

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