Search Results - PORTFOLIO MANAGEMENT

1

Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches

by Reza Evazlo, Mojtaba Shafizadeh, Ali Ghahramani
Published 2017-09-01
“... of stocks to catch same behavior in regard with the market index. The active portfolio management seeks...”

Get full text

Article
2

Analyzing the Performance of Fama and French Five-factor Model Using GRS Test

by Reza Eyvazlu, Ali Ghahramani, Alireza Ajam
Published 2017-02-01
“... has been made with three portfolio construction templates and measuring of studied factors...”

Get full text

Article