OPTIMIZATION OF ALLOCATED EXCHANGE PORTFOLIO BY GLOBAL CRITERIA METHOD

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.

AMIRI MAGHSOUD; SALEHI SADEGHIANI J.; EKHTIARI M.; RAZAVI SEYED HOSSEIN

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

Journal Paper

Paper Information

Journal: Iranian Journal of Trade Studies Year:2010 | Volume:14 | Issue:53 Page(s): 1-22

Download Full-Text

Persian Verion

View:

1,044

Download:

Cites:

Information Journal Paper

Title

OPTIMIZATION OF ALLOCATED EXCHANGE PORTFOLIO BY GLOBAL CRITERIA METHOD

Author(s)

AMIRI MAGHSOUD | SALEHI SADEGHIANI J. | EKHTIARI M. | RAZAVI SEYED HOSSEIN | Issue Writer Certificate

Keywords

ALLOCATED PORTFOLIOQ3

WEIGHTED GLOBAL CRITERIONQ3

UTILITY FUNCTIONQ3

MULTI-OBJECTIVE OPTIMIZATIONQ2

EXCHANGE PORTFOLIOQ3

Abstract

Iran has experienced vast variation of exchange rate and its destructive effects during the last twenty years. Also, recently most of investors, importers and banks have sustained losses because of extreme increase of Euro price and fluctuations of other exchanges. Also, it seems that Iranian investors, beside the return criterion do not consider risk criterion so much, or that they do not pay enough attention to it as an important criterion for investment. So in this paper, we present a set of inter-objectives of risk and return trade-offs along with an analysis of Iranian Sepah Bank investment in an allocated EXCHANGE PORTFOLIO and use of credit approach of WEIGHTED GLOBAL CRITERION (WGC) with assumption P =2,¥ to optimize the model of bi-criterion and we will present that this method is better than UTILITY FUNCTION method of Markowitz. Also, the results explain that bi-criterion model is consistent with Iranian exchange investment policy (based on fewer concentrations on USA Dollar).

Cites

No record.

References

مدیریت ریسک؛ رویکردی نوین برای ارتقای اثربخشی سازمانها

Cite

APA: Copy

AMIRI, MAGHSOUD, SALEHI SADEGHIANI, J., EKHTIARI, M., & RAZAVI, SEYED HOSSEIN. (2010). OPTIMIZATION OF ALLOCATED EXCHANGE PORTFOLIO BY GLOBAL CRITERIA METHOD. IRANIAN JOURNAL OF TRADE STUDIES (IJTS), 14(53), 1-22. SID. https://sid.ir/paper/7156/en

Vancouver: Copy

AMIRI MAGHSOUD, SALEHI SADEGHIANI J., EKHTIARI M., RAZAVI SEYED HOSSEIN. OPTIMIZATION OF ALLOCATED EXCHANGE PORTFOLIO BY GLOBAL CRITERIA METHOD. IRANIAN JOURNAL OF TRADE STUDIES (IJTS)[Internet]. 2010;14(53):1-22. Available from: https://sid.ir/paper/7156/en

IEEE: Copy

MAGHSOUD AMIRI, J. SALEHI SADEGHIANI, M. EKHTIARI, and SEYED HOSSEIN RAZAVI, “OPTIMIZATION OF ALLOCATED EXCHANGE PORTFOLIO BY GLOBAL CRITERIA METHOD,” IRANIAN JOURNAL OF TRADE STUDIES (IJTS), vol. 14, no. 53, pp. 1–22, 2010, [Online]. Available: https://sid.ir/paper/7156/en

Related Journal Papers