论文信息 - Determination of the optimal investment portfolio using CAPM in Tehran Stock Exchange industries: A VAR-Multivariate GARCH approach - 字舞流文

Determination of the optimal investment portfolio using CAPM in Tehran Stock Exchange industries: A VAR-Multivariate GARCH approach

Article history: Received 16 August 2012 Received in revised format 14 September 2012 Accepted October 2

Seyed Ahmad Hosseini | Ahmad Moradifard | Kobra Sabzzadeh | S. A. Hosseini | Ahmad Moradifard | Kobra Sabzzadeh

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