The purpose of this study was to investigate the role of non-financial information analysis and risk-return analysis along with financial information in increasing the selected banks and financial institutions of Tehran Stock Exchange portfolio efficiency. To evaluate the efficiency of the portfolio, the Treynor's ratio was used and attempted to determine the Treynor's ratio of the selected opt...

In evaluating proposals for reforming Social Security that involve stock investments, the Office of the Chief Actuary (OCACT) has generally used a 7.0 percent real return for stocks. The 1994-96 Advisory Council specified that OCACT should use that return in making its 75-year projections of investment-based reform proposals. The assumed ultimate real return on Treasury bonds of 3.0 percent imp...

the goal of this research was prioritize effective financial factors on price stock in tehran stock exchange with using topsis method. based on, it was reviewed literature and interviews and specially questionnaire obtain, effective financial factors to analysis with emphasize on topsis technique. the results shown in the entire ratio price to income, historical event share, eps and return on a...

one of the capital market financial instruments, especially in islamic countries, is sukuk or islamic securities. sukuk is based on islamic law. different types of sukuk are available for different economic situations of countries and different investors. one type of sukuk is mozare'e which is the subject of this research. to do this, we have used financial indices of crops to compare moza...

This paper investigates international stock market dynamics and their linkages. It uses factor models to extract stock market indicators from common cyclical stock components of industrialized countries, emerging markets, the BRICT, and global stock markets. We find that the stock market indicators for these groups are correlated with each other and with the global market factor. The BRICT disp...

Article history: This paper explores whether the relevance of a conditional multifacReceived 12 July 2012 tor model and autocorrelation in predicting the Russian aggregate Received in revised form 2 October 2012 stock return fluctuates over time. The source of return predictability is Accepted 16 December 2012 shown to vary considerably with information flow. In general, Available online 22 Dec...