Optimizing the stock portfolio with using a stop-loss point
عنوان مقاله: Optimizing the stock portfolio with using a stop-loss point
شناسه ملی مقاله: IDS03_073
منتشر شده در سومین کنفرانس سیستم های تصمیم گیری هوشمند در سال 1397
شناسه ملی مقاله: IDS03_073
منتشر شده در سومین کنفرانس سیستم های تصمیم گیری هوشمند در سال 1397
مشخصات نویسندگان مقاله:
N Sedaghati - Department of Financial Management, Malard branch, Islamic Azad university ,Malard, Iran
S Shahverdiani - Department of Financial Management, Shahr Qods Branch, Islamic Azad university, Tehran, Iran
M Ahadzadeh Namin - Department of Matematics, Shahr Qods Branch, Islamic Azad university, Tehran, Iran
خلاصه مقاله:
N Sedaghati - Department of Financial Management, Malard branch, Islamic Azad university ,Malard, Iran
S Shahverdiani - Department of Financial Management, Shahr Qods Branch, Islamic Azad university, Tehran, Iran
M Ahadzadeh Namin - Department of Matematics, Shahr Qods Branch, Islamic Azad university, Tehran, Iran
This paper investigates the issue of stock portfolios optimizing when investors implement the stop strategy. And studies a new CVaR equation, known as SPP-CVaR. The SPP-CVaR method with optimizing the stock portfolio will be tested by using Iranian stock market data. The SPP-CVaR method can solve the uncertain time of stock sales due to the use of a stop strategy. By comparing test results, we intend to see whether theSPP-CVaR method is superior to the traditional CVaR method when investors implement the stop strategy
کلمات کلیدی: Optimizing the stock portfolio, stop-loss point, CVaR, SPP-CVaR
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/855073/