geographical, morphological and taxonomic status of pistacia khinjuk stocks ex stocks in iranwas revised. a total of 181 accessions (herbarium materials or specifically collected for this study) wereexamined geographically and morphologically. the chromosome number of 2n = 24, revealed among 15accessions studied, was taken as evidence to lump the variability observed in p. khinjuk as one taxono...

Is the value premium predictable? We study time variations of the expected value premium using a two-state Markov switching model. We find that when conditional volatilities are high, the expected excess returns of value stocks are more sensitive to aggregate economic conditions than the expected excess returns of growth stocks. As a result, the expected value premium is time varying. It spikes...

Fundamental and technical analyses are two common methods for predicting the future behavior of the stock. Fundamental analysis focuses on the economic forces of supply and demand which cause stock prices change. On the other hand, technical analysis examines historical data relating to changes in the price and trading volume by using graphs and indicators as a primary tool to predict future pr...

This paper presents an optimal portfolio selection approach based on value at risk (VaR), conditional value at risk (CVaR), worst-case value at risk (WVaR) and partitioned value at risk (PVaR) measures as well as calculating these risk measures. Mathematical solution methods for solving these optimization problems are inadequate and very complex for a portfolio with high number of assets. For t...

This paper examines how to build a portfolio and assess the impact of COVID-19 on performance using Sharpe single index model. The research sample consists ten high market capitalization stocks representing five price fractions population listed Indonesia Stock Exchange during outbreak from March 1 May 31, 2020. results show that there are four included in formation, namely CASA with proportion...