MANSOUR, SARAJ and GHOLAMALI, RAMEZI and ALI, SADEGHI (2015) PORTFOLIO OF MUTUAL FUNDS USING STOCHASTIC MODELS BASED ON CREDIBILITY THEORY AND THEIR’S PERFORMANCE EVALUATING. Journal of Global Economics, Management and Business Research, 4 (2). pp. 90-94.
Full text not available from this repository.Abstract
Credibility measure theory was introduced by Liu and Liu [1]; Then X. Li, Z. Qin and D. Ralescu [2]. On using this theory are converted mean-variance model to credibility mean-variance. Mutual funds are the most important investment mechanism in financial market. In this paper, we use rate of return of 46 mutual funds of TSE. At first, we analyze data and then implement credibility mean-variance in MATLAB. We also survey Performance of case study sample with market Performance.
| Item Type: | Article |
|---|---|
| Subjects: | Eurolib Press > Social Sciences and Humanities |
| Depositing User: | Managing Editor |
| Date Deposited: | 22 Dec 2023 07:31 |
| Last Modified: | 22 Dec 2023 07:31 |
| URI: | http://info.submit4journal.com/id/eprint/3297 |
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