Portfolio Selection Using Return Mean, Return Standard Deviation and Liquidity in Tehran Stock Exchange
Markowitz, in his Portfolio selection theory, stated that investors select their portfolios according to two criteria of risk and return. Accordingly, he presented his mathematical model. One of the criticisms of this model is that while investors, practically, consider different criteria in forming...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2009-02-01
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| Series: | بررسیهای حسابداری و حسابرسی |
| Subjects: | |
| Online Access: | https://acctgrev.ut.ac.ir/article_27749_6db3bb6961667c34601bace9f74d0f3d.pdf |