The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model

Fatemeh Samadi; Hossein Eslami Mofid Abadi

Volume 1, Issue 2 , September 2021, , Pages 1-14

http://dx.doi.org/10.22054/jmmf.2021.13835

Abstract
  According to most  nancial experts, it is not possible to study the predictability of stock prices without considering the risks affecting stock returns. On the other hand, identifying risks requires determining the share of risk in the total risk and the probability of risk occurrence in different ...  Read More