Optimal Foreign Exchange Portfolio for Iran
Management of Foreign exchange reserves is important for every country. This matter is also of particular interest for Iran as an Oil exporting developing country. This paper designs an optimal portfolio for that part of foreign exchange incomes which is used for investment. Using the data on foreig...
Main Authors: | Zahra Nasrollahi, Mina Shahviri |
---|---|
Format: | Article |
Language: | fas |
Published: |
Allameh Tabataba'i University Press
2010-09-01
|
Series: | فصلنامه پژوهشهای اقتصادی ایران |
Subjects: | |
Online Access: | https://ijer.atu.ac.ir/article_3402_bf5e36492ede3a53767241f66f1eb7b7.pdf |
Similar Items
-
Comparison of GARCH Model and Monte Carlo Simulation for Estimating the Value at Risk of Foreign Exchange Portfolio
by: Zahra Nasrollahi, et al.
Published: (2011-01-01) -
Optimal Portfolio Selection in the Stock Exchange: An Application of Value at Risk (VaR) Index
by: Javad Torkamani, et al.
Published: (2007-01-01) -
Determination of the optimal investment portfolio using CAPM in Tehran Stock Exchange industries: A VAR-Multivariate GARCH approach
by: Ahmad Moradifard, et al.
Published: (2013-01-01) -
Portfolio Optimization Using Multivariate GARCH Models: Evidence from Tehran Stock Exchange
by: Hassan Heidari, et al.
Published: (2011-01-01) -
The Stock Optimal Portfolio using value at risk: Evidence from Tehran Stock Exchange
by: seyyed ali paytakhti oskooe, et al.
Published: (2019-03-01)