List of Articles International portfolio

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  1 - The Effect of Portfolio Diversification on Value at Risk in Tehran Stock Exchange (TSE)
  Ali Rostami Narges Niknia
  The concept of risk always attracted investors.Diversification is one of strategies that investors used it to against the risk. This research explores the risk associated with the stocks prices in the twenty-two companies that are listed in Tehran Stock Exchange (TSE) & More

  The concept of risk always attracted investors.Diversification is one of strategies that investors used it to against the risk. This research explores the risk associated with the stocks prices in the twenty-two companies that are listed in Tehran Stock Exchange (TSE)  as well as portflio of investment that are constructed from these twenty-two companies employed. In addition to national studies, the importance of international diversification by constructing a portfolio of investment from stock price indexes of emeging and developed countries would be examined.Correlation between stocks in national diversification porfolios shows the relationship between various domestic equities in investment portfolios, as well as correlation between indices, displays relationship between stock price indexes in international investment porfolio. Value at risk (VaR) is undertaken for studying the benefits associated with domestic as well as international diversification. The results show that domestic diversification reduces risk and more significient result is that international diversification significiently reduces the risk. Manuscript profile
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  2 - An Assessment of Foreign Portfolio Investment in Hierarchical Model based on Topsis Algorithm
  Gholamreza Amini Khiabani Karim Hamdi
  Portfolio or Stock Investment is one of the most important investment methods especially in foreign market. In regulation of Organization for Investment Economic and Technical Assistance of Iran, stock investment is classified in 5 different sections including “St More

  Portfolio or Stock Investment is one of the most important investment methods especially in foreign market. In regulation of Organization for Investment Economic and Technical Assistance of Iran, stock investment is classified in 5 different sections including “Stocks of Corporation”, “Bonds”, “Fellow of Banking Capital”, “Trading Securities”, and “Governmental Treasury Bills”. Gathering the data by means of a questionnaire distributed among the target population including managers and experts of the Organization for Investment Economic and Technical Assistance of Iran, we investigate on stock investment methods in foreign market in hierarchical model based on Topsis algouritm. Due to the answers gathered from the questionnaire, we identified 8 factors effective on portfolio investment to be used in topsis algorithm. These effective factors was entered to a decision making matrix, using in ranking portfolio investment styles based on ideal solutions technique. Results showed that the corporation stocks is the first and the top priority for international portfolio investors Manuscript profile