در اين پژوهش عملکرد صندوق های سرمايه گذاری ايران بر اساس معیارهای مبتنی بر تئوری مدرن
پرتفوی شامل... more در اين پژوهش عملکرد صندوق های سرمايه گذاری ايران بر اساس معیارهای مبتنی بر تئوری مدرن پرتفوی شامل شاخص شارپ، مديلیانی، انحراف معیار، بتای سنتی، ترينر و جنسن و تئوری فرا مدرن پرتفوی شامل شاخص سورتینو، پتانسیل مطلوب، ريسک نامطلوب و بتاهای نامطلوب بررسی شد. ارتباط میان رتبه بندی صندوق ها بر مبنای معیارهای مختلف مقايسه گرديد. دوره بررسی از سال 6359 )آغاز فعالیت صندوق ها در ايران( تا پايان سه ماهه اول سال 6336 است. برای صندوق های سرمايه گذاری مختلف نسبت ها محاسبه، و عملکرد آن ها بررسی شد. براساس نتايج اين پژوهش بین رتبه بندی صندوق های سرمايه گذاری بر اساس معیارهای مبتنی بر تئوری مدرن و تئوری فرامدرن پرتفوی ارتباط معناداری وجود دارد. از سوی ديگر با توجه به غیر نرمال بودن توزيع بازدهی صندوق ها، نتیجه گیری می شود که استفاده از معیارهای تئوری فرامدرن پرتفوی در ارزيابی عملکرد صندوق های سرمايه گذاری مشتر ، در مقايسه با معیارهای تئوری مدرن پرتفوی از ارجحیت برخوردار است.
The aim of this study was to examine factors influencing career success of women
accountants in I... more The aim of this study was to examine factors influencing career success of women accountants in Iran. Survey. This study is the assessment questionnaire. With the review of previous research, a conceptual model was developed according to this model, a questionnaire with 57 questions was developed and verified its validity and reliability. This study attempted to assess the effect of factors on the career success of women accountants. The success rate was measured by the number of questions and the questions related to the success of each respondent was given a score of success and then examined the correlation between test scores and success factors on the success of this research were analyzed. The results indicate that individual factors, the balance between work and family and having a mentor and participate in social networks The factors affecting accountant women's career success and career success have a significant relationship, If social factors and employment trends are not significantly associated with career success of women accountants.
This paper tries to investigate the performance of mutual funds based on criteria
based on the Te... more This paper tries to investigate the performance of mutual funds based on criteria based on the Tehran Stock Exchange Modern portfolio theory of Sharpe Index, Modigliani, Trainer, Jensen (and ultra-modern portfolio theory) of Sortino measure the potential favorable. In this regard, considering the period between 2008 (the start of the Iran-fund) until the end of the first quarter of 2012 to evaluate the results of computed ratios, for various investment funds and their performance has been compared. The conclusion is based on the use of modem portfolio theory criteria to evaluate the performance of venture capital funds, compared with the standard modern theory of portfolio are preferred. The study is also based on the performance of mutual funds according to criteria Sharp, Modigliani,, Trainer, Sortino, Jensen's alpha potential and there is no significant difference in the two year period 2008-2010. In addition, there is no significant difference between the performance criteria trainer and Sortino funds invested in the two-year period 2010 - 2012 confirmed. But Sharp criteria, Modigliani, , Jensen's alpha potential and the performance of investment funds, there are significant differences in the two year period 2010-2012. Keywords: Investment Fund Performance, Tehran Stock Exchange, the Modern Theory of High Portfolio, Ultra-Modern Portfolio Theory.
Uploads
Papers by ameneh abed
پرتفوی شامل شاخص شارپ، مديلیانی، انحراف معیار، بتای سنتی، ترينر و جنسن و تئوری فرا مدرن
پرتفوی شامل شاخص سورتینو، پتانسیل مطلوب، ريسک نامطلوب و بتاهای نامطلوب بررسی شد.
ارتباط میان رتبه بندی صندوق ها بر مبنای معیارهای مختلف مقايسه گرديد. دوره بررسی از سال 6359
)آغاز فعالیت صندوق ها در ايران( تا پايان سه ماهه اول سال 6336 است. برای صندوق های
سرمايه گذاری مختلف نسبت ها محاسبه، و عملکرد آن ها بررسی شد. براساس نتايج اين پژوهش بین
رتبه بندی صندوق های سرمايه گذاری بر اساس معیارهای مبتنی بر تئوری مدرن و تئوری فرامدرن
پرتفوی ارتباط معناداری وجود دارد. از سوی ديگر با توجه به غیر نرمال بودن توزيع بازدهی
صندوق ها، نتیجه گیری می شود که استفاده از معیارهای تئوری فرامدرن پرتفوی در ارزيابی عملکرد
صندوق های سرمايه گذاری مشتر ، در مقايسه با معیارهای تئوری مدرن پرتفوی از ارجحیت
برخوردار است.
accountants in Iran. Survey. This study is the assessment questionnaire. With the review of
previous research, a conceptual model was developed according to this model, a
questionnaire with 57 questions was developed and verified its validity and reliability. This
study attempted to assess the effect of factors on the career success of women accountants.
The success rate was measured by the number of questions and the questions related to the
success of each respondent was given a score of success and then examined the correlation
between test scores and success factors on the success of this research were analyzed. The
results indicate that individual factors, the balance between work and family and having a
mentor and participate in social networks The factors affecting accountant women's career
success and career success have a significant relationship, If social factors and employment
trends are not significantly associated with career success of women accountants.
based on the Tehran Stock Exchange Modern portfolio theory of Sharpe Index, Modigliani,
Trainer, Jensen (and ultra-modern portfolio theory) of Sortino measure the potential
favorable. In this regard, considering the period between 2008 (the start of the Iran-fund)
until the end of the first quarter of 2012 to evaluate the results of computed ratios, for
various investment funds and their performance has been compared. The conclusion is
based on the use of modem portfolio theory criteria to evaluate the performance of venture
capital funds, compared with the standard modern theory of portfolio are preferred. The
study is also based on the performance of mutual funds according to criteria Sharp,
Modigliani,, Trainer, Sortino, Jensen's alpha potential and there is no significant difference
in the two year period 2008-2010. In addition, there is no significant difference between the
performance criteria trainer and Sortino funds invested in the two-year period 2010 - 2012
confirmed. But Sharp criteria, Modigliani, , Jensen's alpha potential and the performance of
investment funds, there are significant differences in the two year period 2010-2012.
Keywords: Investment Fund Performance, Tehran Stock Exchange, the Modern Theory
of High Portfolio, Ultra-Modern Portfolio Theory.