keyword Conditional Sharpe Ratio ‎/ (1 Article)

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Comparison of Profitability of Speculation in the Foreign Exchange Market and Investment in Tehran Stock Exchange During Iran's Currency Crisis Using Conditional Sharpe Ratio

Writer : Mehrara، Mohsen ؛ Corresponding Author : Tajdini، Saeid ؛

Journal:Advances in Mathematical Finance and Applications»Summer 2020, Volume 5 - Issue 3 Ranking ب (Ministry of Science/ISC (‎14 page(s) - From 271 to 284 )
Keywords:Exchange Rate Currency crisis Conditional risk Conditional Sharpe Ratio Dynamic condition correlation

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