A parametric comparison between markowitz,value at risk and conditional value at risk models using simulated annealing algorithm in tehran stock exchange

Masoud Mollai | Saeed Khodamoradi | Mohammadjavad Sheikh

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URL :   http://research.shahed.ac.ir/WSR/WebPages/Report/PaperView.aspx?PaperID=5976
Date :  2011/12/22
Publish in :    مديريت و پيشرفت- دانشور رفتار سابق- دانشور سابق- تخصصي شده


Keywords :models, stock

Abstract :

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