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This study tends to present the result of the conditional CAPM (CCAPM) study in Tehran Stock Exchange Market. It tends to use CCAPM to lead portfolio managers and other investors to optimize their investments regarding conditional risk and return relation in Tehran Stock Exchange Market. The st...

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Bibliographic Details
Main Authors: رضا تهرانى, سیدجلال صادقى شریف
Format: Article
Language:fas
Published: University of Tehran 2004-12-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_11355_62c13bf5b4e09b3c1d711d491d288c80.pdf