SIMULATE THE MODEL OF THE EFFECTS OF ALTERNATIVE ASSETS VOLATILITY ON OVERALL INDEX OF TEHRAN STOCK EXCHANGE AND HOUSING PRICES WITH USING SYSTEM DYNAMICS

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RANAEI KORDSHOLI HABIBOLLAH; ABBASI ABBAS; PASHOOTANIZADEH HOOMAN

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Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2018 | Volume:8 | Issue:33 Page(s): 25-50

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Title

SIMULATE THE MODEL OF THE EFFECTS OF ALTERNATIVE ASSETS VOLATILITY ON OVERALL INDEX OF TEHRAN STOCK EXCHANGE AND HOUSING PRICES WITH USING SYSTEM DYNAMICS

Author(s)

RANAEI KORDSHOLI HABIBOLLAH | ABBASI ABBAS | PASHOOTANIZADEH HOOMAN | Issue Writer Certificate

Keywords

OVERALL INDEXQ1

SYSTEM DYNAMICSQ1

ALTERNATIVE ASSETSQ1

Abstract

According to the importance of effectiveness and influence of ALTERNATIVE ASSETS in the portfolio theory framework and proportional to the fluctuation of these assets in our country, predicting the probable changes in the price of these assets and their influence on the Tehran Stock Exchange's index and the price of real estate proportional to the changes on the international price of oil, is vital to get analyzed from different angles. The purpose of this research is to present a model to predict the influence of the ALTERNATIVE ASSETS on the Tehran Stock Exchange's index. This model is built with the factors including SYSTEM DYNAMICS, currency rate, gold price, international price of oil and real estate's price. The virtual model is built with Vensim DSS software. The conclusion is that on the long run, the changes of gold price and currency rate have a reverse effect on the Tehran Stock Exchange's index and real estate's price. Considering that the Iran's economy is factor based and is mostly dependent on the oil's price, increasing the price of oil will cause the Tehran Stock Exchange's index and real estate' s price to increase on the long run.

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APA: Copy

RANAEI KORDSHOLI, HABIBOLLAH, ABBASI, ABBAS, & PASHOOTANIZADEH, HOOMAN. (2018). SIMULATE THE MODEL OF THE EFFECTS OF ALTERNATIVE ASSETS VOLATILITY ON OVERALL INDEX OF TEHRAN STOCK EXCHANGE AND HOUSING PRICES WITH USING SYSTEM DYNAMICS. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 8(33 ), 25-50. SID. https://sid.ir/paper/197797/en

Vancouver: Copy

RANAEI KORDSHOLI HABIBOLLAH, ABBASI ABBAS, PASHOOTANIZADEH HOOMAN. SIMULATE THE MODEL OF THE EFFECTS OF ALTERNATIVE ASSETS VOLATILITY ON OVERALL INDEX OF TEHRAN STOCK EXCHANGE AND HOUSING PRICES WITH USING SYSTEM DYNAMICS. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2018;8(33 ):25-50. Available from: https://sid.ir/paper/197797/en

IEEE: Copy

HABIBOLLAH RANAEI KORDSHOLI, ABBAS ABBASI, and HOOMAN PASHOOTANIZADEH, “SIMULATE THE MODEL OF THE EFFECTS OF ALTERNATIVE ASSETS VOLATILITY ON OVERALL INDEX OF TEHRAN STOCK EXCHANGE AND HOUSING PRICES WITH USING SYSTEM DYNAMICS,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 8, no. 33 , pp. 25–50, 2018, [Online]. Available: https://sid.ir/paper/197797/en

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