List of Articles recession period

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  1 - Evaluation of asset allocation strategies based on periods of recession and prosperity
  afsoon afsary gholamreza askarzadeh
  The goal of the asset allocation strategy is to select a portfolio from the set of available assets that, in addition to minimizing the portfolio risk, also meets the minimum level of portfolio return for investment.Dynamic allocation of assets and identification of reg More

  The goal of the asset allocation strategy is to select a portfolio from the set of available assets that, in addition to minimizing the portfolio risk, also meets the minimum level of portfolio return for investment.Dynamic allocation of assets and identification of regime change as soon as possible can continue the return of the investment portfolio with acceptable credit and taking advantage of the new trend. In this research, the performance of equal weight strategy, equal risk share strategy, and minimum variance strategy was evaluated in recession and boom periods according to Sharpe and Trainor criteria. Finally, with the help of ELECTRE multi-criteria decision-making method, asset allocation strategies were ranked during recession and prosperity. To do this important, weekly data of 25 indexes of different industries of Tehran Stock Exchange was collected from the website of Tehran Stock Exchange Technology Management Company and the website of Stock Exchange. The results showed that the equal weight asset allocation strategy has a better performance and a higher rank according to the Sharpe and Trainor criteria during recession and prosperity. Manuscript profile
• Open Access Article
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  2 - Comparative Comparison of Liquidity Elements and Distribution of Profit of Assemblies during the Depression and Prosperity of the Capital Market of Iran
  Mona Najmi Abdolmajid Dehghan Masomeh piryaei
  The purpose of this research is to investigate the relationship between stock liquidity and dividend income during recession and prosperity in companies accepted in Tehran Stock Exchange. Statistical sample of 109 companies accepted in the capital market, whose informat More

  The purpose of this research is to investigate the relationship between stock liquidity and dividend income during recession and prosperity in companies accepted in Tehran Stock Exchange. Statistical sample of 109 companies accepted in the capital market, whose information was available for the period 2012 to 2017, were selected by systematic exclusion method. The research carried out in terms of the target type is a part of applied research and the research method is correlated in terms of content and content. For analyzing the hypotheses, panel analysis has been used. Research findings show that there is a positive and significant relationship between stock liquidity and dividend income. There is also a positive and significant relationship between stock liquidity and dividend profits during the boom period. While there was no significant relationship between stock liquidity and dividend during the recession period. Manuscript profile