Return Forecasting by Various Risk Measures: Evidences from Tehran Stock Exchange

Maximizing of wealth or better say, end of period expected utility is the main goal of investors. But because of uncertainty of price changes, investors act in an unsafe environment and any risk reduction will redound to decreasing in expected return. Because of this, determining of the best measure...

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Bibliographic Details
Main Authors: S.M Shariat Panahi, J. Ebadi, M. Peimani
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2010-09-01
Series:مطالعات تجربی حسابداری مالی
Subjects:
Online Access:https://qjma.atu.ac.ir/article_4324_cf2de5e139f564b16b912c4fa0fdd2ad.pdf