Assessment Of Portfolio Management Skills In Iranian Capital Market Mutual Funds:Baysian Model Averaging Approach

Evaluating portfolio management performance and mutual fund’s active management abilities is of particular importance. Capital asset pricing model and holding portfolios model are among the most important studies to assess the ability of mutual funds market timing and security selection. This study...

Full description

Bibliographic Details
Main Authors: behrang asadi gharehjeloo, hossein abdo tabrizi
Format: Article
Language:fas
Published: Development and Foresight Research Center 2020-08-01
Series:پژوهش‌های برنامه و توسعه
Subjects:
Online Access:https://www.journaldfrc.ir/article_104643_004991c8e5d364ed9db04003d638bf64.pdf