The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory
In this research,by using statistical data of 24 accepted investment companies on a monthly basis, and by using Lakonishok model (1992) for the period 1388-1394, impact of herding behavior on the performance of the companies based on modern and post modern portfolio theory is examined. In order to a...
Main Authors: | , |
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Format: | Article |
Language: | fas |
Published: |
University of Tehran
2017-04-01
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Series: | تحقیقات مالی |
Subjects: | |
Online Access: | https://jfr.ut.ac.ir/article_64230_75a25efa9d4aa1208868fc42d6703299.pdf |