Investigating The Relationship Between Bank, Automotive, Cement, Base Metals, And Petroleum Products in Tehran Stock Exchange in Positive and Negative Return by Asymmetric TVP-VAR

The interplay between various industrial groups plays a crucial role in determining the optimal investment portfolio for investors. Identifying which group carries or accepts risk within a specific time period and performance range allows for necessary adjustments in the investor's portfolio to...

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Bibliographic Details

Published in:	راهبرد مدیریت مالی
Main Authors:	Vahid Omidi, Soheil Roudari, Amir Jamshidi
Format:	Article
Language:	Persian
Published:	Alzahra University 2024-03-01
Subjects:	asymmetric tvp-var portfolio return tehran stock exchange
Online Access:	https://jfm.alzahra.ac.ir/article_7642_9c1734efc8af9075b94e4ebff9ead202.pdf