This study applied a prediction-based portfolio optimization model to explore the results of portfolio predicament in the Tehran Stock Exchange. To this aim, first, the data mining approach was used to predict the petroleum products and chemical industry using clustering stock market data. Then, some effective factors, such as crude oil price, exchange rate, global interest rate, gold price, an...

investing on growth stocks and value stocks has represented one of the research topics on strategies creating excess return. in this paper, which focuses on companies listed in tehran stock exchange, companies are categorized into growth and value based on certain measures and then their performances are studied. in addition to individual ratios used in a large volume of researches, combined me...

in this thesis we predict asymmetric risk premium in bothvalue and growth stock portfolios. there are two competingapproaches to explain value premium: market over-reactionhypothesis based on which agents overstate future returns on growthstock, and rational market risk hypothesis that says value stocks areinherently riskier than growth stocks. rational market riskhypothesis has two different e...

The purpose of this study was to examine the expected returns of Carhart model compared to the capital asset pricing model and the implicit capital cost model based on cash and capital returns of growth and value stocks. The statistical population consisted of the companies listed in Tehran Stock Exchange and the time domain is between 2007 and 2016. By choosing Cochran sampling, 126 companies ...

Given that Mandarin is a tone language and English is not, the present study investigated the perception of Mandarin tones in young school-aged children with or without tone language exposure. Mandarin Monolingual (MM), English-Mandarin Bilingual (EMB) and English Monolingual (EM) children aged 6 to 8 years participated in tone identification and discrimination tasks. Tone identification and di...

Genetic network programming (GNP) as an evolutionary computation method has been used for stock trading recently. Former researches confirm the efficiency of trading rules which are created by GNP. In this paper, GNP has been applied for stock portfolio optimization by generating risk-adjusted trading rules. There are two main novelties in this paper: 1) we use conditional Sharp ratio as a risk...

we have opened a new section in this issue dedicated to the surveys of thesis in the mba level. in the first part three thesis have been presented. 1- analysis and study of state auditing in execution of supervision and control over the financial system of the country: by: morteza ahmady 2- stuck dividend and it's effects o n common stuck price in tehran stuck exchange; by ibrnhim-abbasi. ...

Associate Professor, Department of Virology, Pasteur Institute of Iran, Tehran, Iran Assistant Professor, Dental Research Center, Dentistry Research Institute, Tehran University of Medical Sciences AND Department of Operative Dentistry, School of Dentistry, Tehran University of Medical Sciences, Tehran, Iran Associate Professor, Dental Research Center, Dentistry Research Institute, Tehran Unive...