FINANCIAL MARKET CONDITION (SYMMETRIC & ASYMMETRIC) AND FORMATION PORTFOLIO (CASE STADY : ACCEPTED COMPANIES IN STOCK MARKET OF IRAN)

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SOLEYMANPOUR MAKUIE Z.

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Paper Information

Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2010 | Volume:1 | Issue:3 Page(s): 61-87

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Title

FINANCIAL MARKET CONDITION (SYMMETRIC & ASYMMETRIC) AND FORMATION PORTFOLIO (CASE STADY : ACCEPTED COMPANIES IN STOCK MARKET OF IRAN)

Author(s)

SOLEYMANPOUR MAKUIE Z. | Issue Writer Certificate

Keywords

BQ2

BDQ2

SYMMETRIC & ASYMMETRIC MARKETQ3

PORTFOLIOQ2

P/EQ3

Abstract

Financial market condition (symmetric and A symmetric) And its influence on formation of portfplio is one of the important is sues in financial investment field.In this research identification of the PORTFOLIO in symmetric And Asymmetric market condition, has been considered in the accepted companies in stock market.first financial market condition of Iran has been studied from symmetric and Asymmetric, after that B and BDhave been calculated for both markets.In this research the accepted companies in stock market Have been chosen for 11 years within interval of 16 to 86.Research method is solidarity survey and it is applied targeted.The obtained datas were used for testing of the hypothesis via spss 14 software.Concluding of the research are as follow:1.In the condition of Asymmetric market there is not considerable (meaningful) relation between BD& P/E mina than average definition of optimal PORTFOLIO depends on the other elements than BD and we can' t claim that in the Asymmetric market condition, optimum way for defining the proper PORTFOLIO is relation with P/E mina than average.2.In the condition of Asymmetric market, there is not considerable (meaningful) relation between BDand P/E greater than average, and we can' t claim that in the Asymmetric market condition, optimum way for defining the proper PORTFOLIO is relation with P/E greater than average.3.In the codition of symmetric market there is not considerable relation between B & P/E greater than average and we can' t claim that in the symmetric market condition, optimum way for defining the proper PORTFOLIO is relation with P/E greater than average.4.In the codition of symmetric market that is not considerable relation between B and P/E mina than average, and we can' t claim that in the symmetric market condition, optimum way for defining the proper PORTFOLIO is relation with P/E mina than average.It has to be mentioned that, for defining the optimum PORTFOLIO in the

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References

A SURVEY OF THE THEORETICAL UNDERPINNINGS AND EMPIRICAL TESTS OF THE ARBITRAGE PRICING THEORY (APT) IN THE STOCK EXCHANG OF TEHRAN

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APA: Copy

SOLEYMANPOUR MAKUIE, Z.. (2010). FINANCIAL MARKET CONDITION (SYMMETRIC & ASYMMETRIC) AND FORMATION PORTFOLIO (CASE STADY : ACCEPTED COMPANIES IN STOCK MARKET OF IRAN). FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 1(3), 61-87. SID. https://sid.ir/paper/197555/en

Vancouver: Copy

SOLEYMANPOUR MAKUIE Z.. FINANCIAL MARKET CONDITION (SYMMETRIC & ASYMMETRIC) AND FORMATION PORTFOLIO (CASE STADY : ACCEPTED COMPANIES IN STOCK MARKET OF IRAN). FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2010;1(3):61-87. Available from: https://sid.ir/paper/197555/en

IEEE: Copy

Z. SOLEYMANPOUR MAKUIE, “FINANCIAL MARKET CONDITION (SYMMETRIC & ASYMMETRIC) AND FORMATION PORTFOLIO (CASE STADY : ACCEPTED COMPANIES IN STOCK MARKET OF IRAN),” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 1, no. 3, pp. 61–87, 2010, [Online]. Available: https://sid.ir/paper/197555/en

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