جستجوی مقالات مرتبط با کلیدواژه « کمینه سازی ندامت مورد انتظار » در نشریات گروه « اقتصاد »

Mutual funds become one of most important investing mechanisms in financial market, so that by playing your role of financial intermediary, person's investments change from a direct form to indirect form. One of the most important benefits such as financial intermediaries is diversification of investment, so that they become able to reduce the investment risk. In such circumstance it seems to be a following of modern portfolio theory on the formation of the fund's investment portfolio, these benefits are increased. Thus, by consideration the role's regret in the decision-making process, optimization model known as the "expected regret minimization" raised with regard to 7 equity mutual funds in the period 2011- 2012 and by using MATLAB, the model will be run and constructed a portfolio of mutual funds. The results showed efficient performance of expected regret minimization model in the Tehran Stock Exchange, based on The return on a portfolio composed of more than the average return of the market.