COMPARISON OF OPTIMAL PORTFOLIO STOCKS OF FOOD PROCESSING COMPANIES IN VALUE AT RISK FRAMEWORK

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

ASGHARPURH H.; FALLAHI F.; SENOBAR N.; REZAZADEH A.

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: JOURNAL OF AGRICULTURAL ECONOMICS RESEARCH Year:2014 | Volume:5 | Issue:4 (20) Page(s): 95-115

Download Full-Text

Persian Verion

View:

1,571

Download:

Cites:

Information Journal Paper

Title

COMPARISON OF OPTIMAL PORTFOLIO STOCKS OF FOOD PROCESSING COMPANIES IN VALUE AT RISK FRAMEWORK

Author(s)

ASGHARPURH H. | FALLAHI F. | SENOBAR N. | REZAZADEH A. | Issue Writer Certificate

Keywords

STOCK OPTIMAL PORTFOLIOQ2

VALUE AT RISKQ2

PARAMETRIC AND NONPARAMETRIC METHODSQ2

Abstract

The objective of this study is to determine food industry companies’ stocks optimal portfolio in Tehran stock market in VALUE AT RISK framework using parametric and nonparametric approaches. For this purpose using weekly prices, VALUE AT RISK of food stocks of selected companies during 2008-2011 periods calculated. Then, with expected return (mean return) and VALUE AT RISK quantities, border between efficient investment and optimal portfolio was obtained. The results showed that there was not significant difference between optimal portfolio obtained in parametric and nonparametric approaches.

Cites

No record.

References

Cite

APA: Copy

ASGHARPURH, H., FALLAHI, F., SENOBAR, N., & REZAZADEH, A.. (2014). COMPARISON OF OPTIMAL PORTFOLIO STOCKS OF FOOD PROCESSING COMPANIES IN VALUE AT RISK FRAMEWORK. JOURNAL OF AGRICULTURAL ECONOMICS RESEARCH, 5(4 (20)), 95-115. SID. https://sid.ir/paper/158705/en

Vancouver: Copy

ASGHARPURH H., FALLAHI F., SENOBAR N., REZAZADEH A.. COMPARISON OF OPTIMAL PORTFOLIO STOCKS OF FOOD PROCESSING COMPANIES IN VALUE AT RISK FRAMEWORK. JOURNAL OF AGRICULTURAL ECONOMICS RESEARCH[Internet]. 2014;5(4 (20)):95-115. Available from: https://sid.ir/paper/158705/en

IEEE: Copy

H. ASGHARPURH, F. FALLAHI, N. SENOBAR, and A. REZAZADEH, “COMPARISON OF OPTIMAL PORTFOLIO STOCKS OF FOOD PROCESSING COMPANIES IN VALUE AT RISK FRAMEWORK,” JOURNAL OF AGRICULTURAL ECONOMICS RESEARCH, vol. 5, no. 4 (20), pp. 95–115, 2014, [Online]. Available: https://sid.ir/paper/158705/en

Related Journal Papers