نوع مقاله : مقاله پژوهشی
نویسنده
دانشجوی کارشناسی ارشد مدیریت کسب و کار دانشگاه شهید بهشتی، تهران، ایران
چکیده
کلیدواژهها
عنوان مقاله [English]
نویسنده [English]
Considering the financial and economic strategic importance of the capital market, whenever there is a wide disturbance and deviation in it, the allocation and allocation of financial resources will face a serious problem. One of the factors causing these issues is the price bubble; In the bubble, the increase in prices leads to an increase in the enthusiasm of investors, an increase in demand and, as a result, a double increase in prices. In addition to the bubble issue, investment managers pay attention to the optimality of the portfolio of financial assets under their management. This research tries to find a pattern by determining the time periods of the bubble in the period from April 1380 to March 1394 and also by examining variables such as price, monthly returns of stocks and the total market, variance, value at risk and the measure of adverse risk in the bubble periods of listed companies. It will be to optimize the portfolio of financial assets.
کلیدواژهها [English]
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