Portfolio Optimization and the Momentum- Contrarian Strategy (MCS)- Based Performance: Evidence from Tehran Stock Exchange

Subject Areas : Business Strategy

Homayun  Soltanzadeh ¹ (Department of Management , Najafabad Branch, Islamic Azad University, Najafabad, Iran.)
Reza  Keykhaei ² (Department of Management, Najafabad Branch, Islamic Azad University, Najafabad, Iran.)
Abdolmajid  Abdolbaghi Ataabadi ³ (Department of management,Faculty of Industrial Engineering & Management , Shahrood university of technology, shahrood . iran)
Mohammad Hosein  Arman ⁴ (Department of Managment, Najafabad Branch, Islamic Azad University, Najafabad, Iran)

Received: 2022-09-03 Accepted : 2022-11-16 Published : 2023-07-01

Keywords:

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