نوع مقاله: مقاله علمی - پژوهشی
نویسندگان
1 استادیار دانشگاه آزاد اسلامی قائمشهر
2 کارشناسی ارشد مدیریت دولتی گرایش مالی، دانشگاه آزاد اسلامی قائمشهر (نویسندۀ مسئول)
چکیده
کلیدواژهها
عنوان مقاله [English]
نویسندگان [English]
Uncertainty and volatility are among important topics in capital markets. Since volatility may lead to increased uncertainty and ultimately bankruptcy and exit from the capital market; choosing the optimal investment portfolio reduces anxiety about investment in the future. This study is set to determine the optimal combination of an Insurance Companies' investment portfolio in Tehran Stock Exchange during 2009-2013. To select the optimal combination of investment portfolio, we have used the single index sharp model which is the most efficient model for optimal portfolio, selection. This study is an analytical- descriptive research using Persian and English books and articles to develop theoretical principles and basic concepts.
Financial statements of Dana Insurance Company have been used for model estimation. We used SPSS19 software in order to estimate the model and data analysis. The results show that 19 out of 33 companies in the Dana Insurance Company investment portfolio, have the largest share. In order to determine the optimal frequency between current and optimal portfolio a sample t-test is used. Accordingly, 19 hypotheses were examined. The results indicate that a significant difference exists between current and optimal investment combination of aforementioned insurance company. Finally, the share of each of the 19 companies in new portfolio combination is determined
کلیدواژهها [English]
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