keyword Volatility Temporal ‎/ (1 Article)

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

Corresponding Author : Samadi، Fatemeh ؛ Writer : Eslami Mofid Abadi، Hossein ؛

Journal:Journal of Mathematics and Modeling in Finance»Summer and Autumn 2021, Volume 1- Number 2 (‎13 page(s) - From 1 to 13 )
Keywords:Stock Returns Optimal portfolio Predictability Volatility Temporal DMA Model

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