EVALUATION PORTFOLIO’S PERFORMANCE ACCORDING TO SHARP AND TRAYNOR RATIO WHICH SELECTED BASED ON ACCOUNTING MODELS OF INTELLECTUAL CAPITAL BY USING GRID MATRIX MODEL

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NIKOOMARAM H.; ROODPOSHTI F.R.; HEMMATI H.

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

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Paper Information

Journal: MANAGEMENT ACCOUNTING Year:2014 | Volume:6 | Issue:19 Page(s): 79-100

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Information Journal Paper

Title

EVALUATION PORTFOLIO’S PERFORMANCE ACCORDING TO SHARP AND TRAYNOR RATIO WHICH SELECTED BASED ON ACCOUNTING MODELS OF INTELLECTUAL CAPITAL BY USING GRID MATRIX MODEL

Author(s)

NIKOOMARAM H. | ROODPOSHTI F.R. | HEMMATI H. | Issue Writer Certificate

Keywords

INTELLECTUAL CAPITALQ2

PORTFOLIOQ2

GRID MATRIX MODELQ2

GROWTH AND VALUE FIRMSQ2

AGGRESSIVE AND DEFENSIVE AND NEUTRAL FIRMSQ2

SHARP RATIOQ2

TRAYNOR RATIOQ2

Abstract

Portfolio selection based on the active strategy, which is called GRID MATRIX MODEL, can take place based on various characteristics. This model seeks to identify a set of PORTFOLIOs with higher return than the market. In this study PORTFOLIOs are selected based on type of firm (growth, growth-value and value), type of stock (aggressive, defensive and neutral) and INTELLECTUAL CAPITAL (IC) which measured by six accounting model, then their return was compared to determine which one of them can lead to higher return.The data of the research is gathered from companies which listed in Tehran stock exchange through 2006-2011 by random sampling procedures. Returns of selected PORTFOLIOs are computed by Traynor and Sharp performance ratios. The Spearman Correlation test is used to test the hypothesis.The results show that PORTFOLIOs which selected based on public model (sixth model) for measuring IC in GRID MATRIX MODEL, have higher return than traditional and new models of Grid model. Hypothesis of study wasn’t accepted for the five other models in this study.

Cites

MODELING OF INTANGIBLE ASSETS IN TEHRAN STOCK EXCHANGE FIRMS

References

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APA: Copy

NIKOOMARAM, H., ROODPOSHTI, F.R., & HEMMATI, H.. (2014). EVALUATION PORTFOLIO’S PERFORMANCE ACCORDING TO SHARP AND TRAYNOR RATIO WHICH SELECTED BASED ON ACCOUNTING MODELS OF INTELLECTUAL CAPITAL BY USING GRID MATRIX MODEL. MANAGEMENT ACCOUNTING, 6(19), 79-100. SID. https://sid.ir/paper/198787/en

Vancouver: Copy

NIKOOMARAM H., ROODPOSHTI F.R., HEMMATI H.. EVALUATION PORTFOLIO’S PERFORMANCE ACCORDING TO SHARP AND TRAYNOR RATIO WHICH SELECTED BASED ON ACCOUNTING MODELS OF INTELLECTUAL CAPITAL BY USING GRID MATRIX MODEL. MANAGEMENT ACCOUNTING[Internet]. 2014;6(19):79-100. Available from: https://sid.ir/paper/198787/en

IEEE: Copy

H. NIKOOMARAM, F.R. ROODPOSHTI, and H. HEMMATI, “EVALUATION PORTFOLIO’S PERFORMANCE ACCORDING TO SHARP AND TRAYNOR RATIO WHICH SELECTED BASED ON ACCOUNTING MODELS OF INTELLECTUAL CAPITAL BY USING GRID MATRIX MODEL,” MANAGEMENT ACCOUNTING, vol. 6, no. 19, pp. 79–100, 2014, [Online]. Available: https://sid.ir/paper/198787/en

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