List of Articles میانگین متحرک ساده

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  1 - The Comparison of Stock Trading Strategies for Computing of Stock Return in the Short term and Long term Investment
  زهرا پورزمانی محمدرضا محمدی
  Use of proved scientific techniques help to two basic goals in the security andexchange market, Firstly apply of this techniques cause increase of the scale ofproductivity and profitable of the investors , Secondly this issue cause improvement ofthe invest market operat More

  Use of proved scientific techniques help to two basic goals in the security andexchange market, Firstly apply of this techniques cause increase of the scale ofproductivity and profitable of the investors , Secondly this issue cause improvement ofthe invest market operation and propelling the market toward efficiency. By attentionto the following issue, in this text we were dealing to investigate the transactionmethods. In this research we attempt to comparison of various methods for priceforecast in stock market and investigate tow methods, which named buy and hold andmoving market average of the market peripatetic and observe the place of each towmethods and process of predication of price portion, and by how much scale crateprofitability for investors? And then offer the best state to investor .the samplecompanies are through the list of the active companies in Tehran Stock Exchangeduring the period 2001 to 2008. The results declare in the long term investment periodthe average return of buy and hold method is greater than from moving marketaverage method, and also in the period of the short term investment of the buy andhold method is prior to moving market average method. Manuscript profile
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  2 - مقایسه استراتژ یهای خرید و فروش سهام در سرمایه گذاری بلند مدت
  زهرا پورزمانی فرزانه حیدرپور محمدرضا محمدی
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  3 - Proposing an optimal model for stock selection based on the momentum trading strategy
  Ali Safari Mohammad Ashna
  Investors are always looking to achieve and use strategies to gain abnormal returns and to beat the market. In this regard, the use of quantitative models in recent years has attracted the attention of many investors. So far, several studies have examined the profitabil More

  Investors are always looking to achieve and use strategies to gain abnormal returns and to beat the market. In this regard, the use of quantitative models in recent years has attracted the attention of many investors. So far, several studies have examined the profitability of Momentum Trading Strategies, but few studies have been conducted in the field of stock selection based on the price momentum strategy, taking into account the relevant risk. The present study, considering changes in price and risk, propose a new model for stock selection based on the momentum strategy. The results show that there is a significant difference between the optimal portfolio returns resulting from the selection of the stock using the proposed model and the market portfolio returns (Tehran Exchange Price Index), and the optimized portfolio has a higher returns at times 3, 6, 9 and 12 monthly compared to the market portfolio. Manuscript profile
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  4 - مقایسه استراتژی های خرید و فروش سهام در سرمایه گذاری بلند مدت به روش‌های فیلتر، خرید ونگهداری و میانگین متحرک بازار
  زهرا پورزمانی فرزانه حیدرپور محمدرضا محمدی
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