Selection of stock asset portfolio based on risk and return of asset portfolio: the case study of Tehran stock market
leila asiyabiagdam
1
(
Azad University
)
محمد باقری
2
(
دانشجوی/ دکترا/ دانشگاه ازاد اسلامی/ واخد زنجان
)
Keywords: Asset portfolio, stocks, risk and return,
Abstract :
Choosing a stock portfolio in investment discussions is a difficult and difficult task. Deciding which stock is in a better position compared to other stocks and deserves to be selected and placed in one's investment portfolio, and how to allocate capital between these stocks, is a complex issue. . Considering the importance of the issue; The main purpose of this research was to investigate the selection of the portfolio of stock assets based on the method, risk and return of the stock market in the Tehran stock market. This study was applied in terms of purpose and descriptive in terms of data collection and causal type. The methodology is post-event, the data collected annually from 1391 to 1402, which includes twenty active companies in the Iranian stock market. In the following, using risk minimization based on the Markotiz model, the optimal portfolio was selected. The results and analysis show that choosing the efficient portfolio based on the efficiency frontier diagram of the latest stock price of the companies based on the return and risk, Chador Melo, Khark Petrochemical, Mobarakeh Steel have more risk and very very little return; And should not be chosen
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