Criticizing the Total Return Index formula and suggesting a substituting formula
This article is an application of mathematics in finance, whose approach is different from the usual methods of writing articles in humanities. In other words, this research article can be considered as a fundamental study based on mathematics for clearer and safer disclosure of information in capit...
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University of Tehran
2010-07-01
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| Series: | تحقیقات مالی |
| Online Access: | https://jfr.ut.ac.ir/article_21739_c5547b5072b37d4657fa0994f19c03d6.pdf |
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doaj-2abc6098275c4afc8f025dee34fad15c2020-11-25T00:33:40ZfasUniversity of Tehranتحقیقات مالی1024-81532423-53772010-07-01122921739Criticizing the Total Return Index formula and suggesting a substituting formulaHamid Reza Farhadi0دانشیار دانشکده علوم ریاضی دانشگاه صنعتی شریفThis article is an application of mathematics in finance, whose approach is different from the usual methods of writing articles in humanities. In other words, this research article can be considered as a fundamental study based on mathematics for clearer and safer disclosure of information in capital markets. In this paper, we will challenge the informational inefficiencies existing in total return indexes currently being used, while suggesting a substituting formula. In the end, we study the relationships between the returns of the currently being used formulas on one hand, and the return of the suggested total return index on the other hand.https://jfr.ut.ac.ir/article_21739_c5547b5072b37d4657fa0994f19c03d6.pdf |
| collection |
DOAJ |
| language |
fas |
| format |
Article |
| sources |
DOAJ |
| author |
Hamid Reza Farhadi |
| spellingShingle |
Hamid Reza Farhadi Criticizing the Total Return Index formula and suggesting a substituting formula تحقیقات مالی |
| author_facet |
Hamid Reza Farhadi |
| author_sort |
Hamid Reza Farhadi |
| title |
Criticizing the Total Return Index formula and suggesting a substituting formula |
| title_short |
Criticizing the Total Return Index formula and suggesting a substituting formula |
| title_full |
Criticizing the Total Return Index formula and suggesting a substituting formula |
| title_fullStr |
Criticizing the Total Return Index formula and suggesting a substituting formula |
| title_full_unstemmed |
Criticizing the Total Return Index formula and suggesting a substituting formula |
| title_sort |
criticizing the total return index formula and suggesting a substituting formula |
| publisher |
University of Tehran |
| series |
تحقیقات مالی |
| issn |
1024-8153 2423-5377 |
| publishDate |
2010-07-01 |
| description |
This article is an application of mathematics in finance, whose approach is different from the usual methods of writing articles in humanities. In other words, this research article can be considered as a fundamental study based on mathematics for clearer and safer disclosure of information in capital markets. In this paper, we will challenge the informational inefficiencies existing in total return indexes currently being used, while suggesting a substituting formula. In the end, we study the relationships between the returns of the currently being used formulas on one hand, and the return of the suggested total return index on the other hand. |
| url |
https://jfr.ut.ac.ir/article_21739_c5547b5072b37d4657fa0994f19c03d6.pdf |
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AT hamidrezafarhadi criticizingthetotalreturnindexformulaandsuggestingasubstitutingformula |
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