Portfolio Optimization and Random Matrix Theory in Stock Exchange
Purpose: This study aimed to optimize the stock portfolio based on stochastic matrix theory in the stock market and to answer whether the relevant information will exist using the Marčenko–Pastur distribution.Methodology: The data of 31 shares in the Tehran Stock Exchange in 2016 - 2019 will be exam...
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| Main Author: | |
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| Format: | Article |
| Language: | fas |
| Published: |
Ayandegan Institute of Higher Education, Tonekabon,
2021-11-01
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| Series: | مدیریت نوآوری و راهبردهای عملیاتی |
| Subjects: | |
| Online Access: | http://www.journal-imos.ir/article_139087_4a8d671abaa173e27cc4109fc85d2b0e.pdf |
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