Comparison of profitability of speculation in the foreign exchange market and investment in Tehran Stock Exchange during Iran's currency crisis using conditional Sharpe ratio
In the first nine months of 2018, the triple increase of dollar price made the stock market an attractive place for speculation, especially for non-professional investors. Hence, this study was aimed to investigate the profitability of speculation in the foreign exchange market (dollar) and to compa...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Islamic Azad University of Arak
2020-07-01
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| Series: | Advances in Mathematical Finance and Applications |
| Subjects: | |
| Online Access: | http://amfa.iau-arak.ac.ir/article_672854_7f3d90c5f7f0aebc9553e688c25f5f5d.pdf |