Performance Evaluation of Factor Investing (Smart Beta) in Tehran Stock Exchange

Objective: In recent years, in particular after the 2008 financial crisis, factor investing received widespread attention from asset managers around the world. Due to the lack of enough research in this area in the Iranian capital market, the purpose of this study is to evaluate the performance of f...

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Bibliographic Details
Main Authors: Saeed Bajalan, Amin Ali Akbari Bidokhti
Format: Article
Language:fas
Published: University of Tehran 2022-09-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_89448_d7f8fcda1c67d53e7e560489f214f86a.pdf