Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/245258 
Erscheinungsjahr: 
2019
Quellenangabe: 
[Journal:] Cogent Economics & Finance [ISSN:] 2332-2039 [Volume:] 7 [Issue:] 1 [Publisher:] Taylor & Francis [Place:] Abingdon [Year:] 2019 [Pages:] 1-17
Verlag: 
Taylor & Francis, Abingdon
Zusammenfassung: 
The purpose of this study was to investigate the behavior of various indices of Tehran Stock Exchange firstly in the boom period from 2018-03-21 to 2018-11-02 and secondly in the recession period from 2016-03-20 to 2016-12-20 using double-sided balanced conditional Sharpe ratio. The results of this study showed the best performance for the insurance index with a double-sided balanced conditional Sharpe ratio of 0.123 and later for the metallic minerals index with a measure of 0.1215. Moreover, on the basis of the double-sided balanced conditional Sharpe ratio, the food except for sugar index with a measure of 0.035 showed the worst performance.
Schlagwörter: 
boom
double-sided balanced conditional Sharpe ratio
recession
JEL: 
G11
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Dokumentart: 
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