قلی زاده، علی اکبر؛ ابراهیمی، محسن و کمیاب،
بهناز) 1394 (، استراتژی تخصیص بهینه دارایی ها
در حضور بازار مسکن، فصلنامه تحقیقات مدلسازی
، اقتصادی دانشگاه خوارزمی، سال 6 ،شماره 21
- صص 121 119
،) وکیلی فرد، حمیدرضا و شیرازیان، زهرا) 1393
تاثیر افق سرمایه گذاری روی تخصیص دارایی بین
استراتژی های رشدی و ارزشی در بورس اوراق
بهادار تهران با استفاده از تجزیه و تحلیل موجک،
فصلنامه مهندسی مالی و مدیریت اوراق بهادار،
- دوره 6، شماره 21 ، صص 148 131
A.Johansen, I.Simonsen & M.H.Jensen.(2006). Optimal investment horizons for stocks and markets, Journal of Physica A 370(2006), 64-67.
Adam Szmaglinski, Grzegorz Czajkowski(2014), Optimal Investment horizons for the main indices of Warsaw Stock Exchange, Fundamental Sciences, 3-NP/2014
Aït-Sahalia, Y., Brandt, M.W., 2001. Variable selection for portfolio choice. Journal of Finance 56, 1297–1351.
Anindy.Chakrabarty,AnupamDe,Angappa.Gunasekarand.&.Rameshwar.Dubey,(2015),.Investment horizon heterogeneity and wavelet,Journal of Physica A,425 45-61
Cocco, J. F., Gomes, F. J., & Maenhout, P. J. (2005). Consumption and portfolio choice over the life cycle, Review of Financial Studies,18, 491−533.
Elias Albagli(2015), Investment horizon and asset price under asymmetric Information,Journal of Economic Theory 158,787-837
Gilad Livne,Garen Marakarian and Maxim Mironov(2013),Investment horizon,risk and compensation in the banking industry, Journal of Banking and finance.
H.Ebadi & G.R.Jafari (2008),Inverse Statistics in Tehran Price Index,preprint submitted to Elsevier
James L.Farrell,JR(2011).Asset Allocation under Extreme Uncertainty,The Journal of Portfolio Management,72-82.
Jean-Philippe Bouchaud and Mark Potter (2011), Financial Risk and Derivative Pricing,Second edition.
John L.Maginn,Donald.L.Tuttle,DennisW.Mcleavey & E.Pinto,CFA(2007),Managing Investment Portfolios ,A Dynamic Proccess,Third Edition, Wiley.
Louis Bachelier (2006), Louis Bachelier's Theory of Speculation, Translated by Mark Davis & Alison Etheridge
Maik.Dierkes,.Carsten.Erner.&.Stefan.Zeisberger.(2010)Investment.horizon.and.the.attractiveness..of investment strategies,Journal of
قلی زاده، علی اکبر؛ ابراهیمی، محسن و کمیاب،
بهناز) 1394 (، استراتژی تخصیص بهینه دارایی ها
در حضور بازار مسکن، فصلنامه تحقیقات مدلسازی
، اقتصادی دانشگاه خوارزمی، سال 6 ،شماره 21
- صص 121 119
،) وکیلی فرد، حمیدرضا و شیرازیان، زهرا) 1393
تاثیر افق سرمایه گذاری روی تخصیص دارایی بین
استراتژی های رشدی و ارزشی در بورس اوراق
بهادار تهران با استفاده از تجزیه و تحلیل موجک،
فصلنامه مهندسی مالی و مدیریت اوراق بهادار،
- دوره 6، شماره 21 ، صص 148 131
A.Johansen, I.Simonsen & M.H.Jensen.(2006). Optimal investment horizons for stocks and markets, Journal of Physica A 370(2006), 64-67.
Adam Szmaglinski, Grzegorz Czajkowski(2014), Optimal Investment horizons for the main indices of Warsaw Stock Exchange, Fundamental Sciences, 3-NP/2014
Aït-Sahalia, Y., Brandt, M.W., 2001. Variable selection for portfolio choice. Journal of Finance 56, 1297–1351.
Anindy.Chakrabarty,AnupamDe,Angappa.Gunasekarand.&.Rameshwar.Dubey,(2015),.Investment horizon heterogeneity and wavelet,Journal of Physica A,425 45-61
Cocco, J. F., Gomes, F. J., & Maenhout, P. J. (2005). Consumption and portfolio choice over the life cycle, Review of Financial Studies,18, 491−533.
Elias Albagli(2015), Investment horizon and asset price under asymmetric Information,Journal of Economic Theory 158,787-837
Gilad Livne,Garen Marakarian and Maxim Mironov(2013),Investment horizon,risk and compensation in the banking industry, Journal of Banking and finance.
H.Ebadi & G.R.Jafari (2008),Inverse Statistics in Tehran Price Index,preprint submitted to Elsevier
James L.Farrell,JR(2011).Asset Allocation under Extreme Uncertainty,The Journal of Portfolio Management,72-82.
Jean-Philippe Bouchaud and Mark Potter (2011), Financial Risk and Derivative Pricing,Second edition.
John L.Maginn,Donald.L.Tuttle,DennisW.Mcleavey & E.Pinto,CFA(2007),Managing Investment Portfolios ,A Dynamic Proccess,Third Edition, Wiley.
Louis Bachelier (2006), Louis Bachelier's Theory of Speculation, Translated by Mark Davis & Alison Etheridge
Maik.Dierkes,.Carsten.Erner.&.Stefan.Zeisberger.(2010)Investment.horizon.and.the.attractiveness..of investment strategies,Journal of
Banking & Finance,34, 1032-1046.
M.H.Jensen,A.Johansen, F.Petroni & I.Simonsen. (2004). Inverse Statistics in the Foreign Exchange Market, Preprint submitted to Elsevier Science.
Paul.A. Samuelson(1963), Risk and uncertainty;A fallacy of large numbers.Journal of Scientia ,98,108–113.
Rosario N.Mantegna and H.Eugene Stanely(2008), An Introduction to Econophysics, Correlations and Complexity in finance, Downloaded from Amazon.com.
Wei-Xing Zhou & Wei-Kang Yuan(2004), Inverse statistics in stock markets ;Universality and idiosyncracy, Preprint submitted to Elsevier ScienceBanking & Finance,34, 1032-1046.
M.H.Jensen,A.Johansen, F.Petroni & I.Simonsen. (2004). Inverse Statistics in the Foreign Exchange Market, Preprint submitted to Elsevier Science.
Paul.A. Samuelson(1963), Risk and uncertainty;A fallacy of large numbers.Journal of Scientia ,98,108–113.
Rosario N.Mantegna and H.Eugene Stanely(2008), An Introduction to Econophysics, Correlations and Complexity in finance, Downloaded from Amazon.com.
Wei-Xing Zhou & Wei-Kang Yuan(2004), Inverse statistics in stock markets ;Universality and idiosyncracy, Preprint submitted to Elsevier Science