مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

video

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

sound

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Persian Version

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View:

156
مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Download:

100
مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Cites:

Information Journal Paper

Title

Investigating the Role of Non-Financial Information Analysis and Risk-Return Analysis along with Financial Information in Increasing the Efficiency of the Stock Portfolio of Banks

Pages

  123-138

Abstract

 The purpose of this study was to investigate the role of non-financial information analysis and Risk-Return analysis along with financial information in increasing the selected banks and financial institutions of Tehran Stock Exchange portfolio efficiency. To evaluate the efficiency of the portfolio, the Treynor's ratio was used and attempted to determine the Treynor's ratio of the selected optimal portfolio based on each accounting and financial information, non-financial information and Risk-Return analysis, and then the significant differences between the ratios were compared. also, Intellectual Capital, Agency Theory and management ability data were used as non-financial information. The 9 optimized Portfolio that were selected by any one or more of the data from financial, non-financial, and Risk-Return analysis and calculated Treynor's ratio for each select were used. To achieve the goal of the research, 19 banks and financial institution of Tehran stock exchange were selected as sample and analyzed. The results showed that the use of non-financial and Risk-Return analysis information will increase the calculated efficiency of banks portfolio using the Treynor's ratio. All of hypotheses were approved, this means that there is significant difference between mean Treynor's ratio of stock combination based on Risk-Return information and accounting information, Agency Theory, management ability and accounting information and Intellectual Capital.

Multimedia

  • No record.

    • Cites

  • No record.

    • References

  • No record.

    • Cite

    APA: Copy

    Taheri, Alishir, SHAFIEE, MORTEZA, & Evazzadeh Fath, Fariborz. (2019). Investigating the Role of Non-Financial Information Analysis and Risk-Return Analysis along with Financial Information in Increasing the Efficiency of the Stock Portfolio of Banks. JOURNAL OF SYSTEM MANAGEMENT, 5(3), 123-138. SID. https://sid.ir/paper/341153/en

    Vancouver: Copy

    Taheri Alishir, SHAFIEE MORTEZA, Evazzadeh Fath Fariborz. Investigating the Role of Non-Financial Information Analysis and Risk-Return Analysis along with Financial Information in Increasing the Efficiency of the Stock Portfolio of Banks. JOURNAL OF SYSTEM MANAGEMENT[Internet]. 2019;5(3):123-138. Available from: https://sid.ir/paper/341153/en

    IEEE: Copy

    Alishir Taheri, MORTEZA SHAFIEE, and Fariborz Evazzadeh Fath, “Investigating the Role of Non-Financial Information Analysis and Risk-Return Analysis along with Financial Information in Increasing the Efficiency of the Stock Portfolio of Banks,” JOURNAL OF SYSTEM MANAGEMENT, vol. 5, no. 3, pp. 123–138, 2019, [Online]. Available: https://sid.ir/paper/341153/en

    Related Journal Papers

  • No record.

    • Related Seminar Papers

  • No record.

    • Related Plans

  • No record.

    • Recommended Workshops






    Move to top
    telegram sharing button
    whatsapp sharing button
    linkedin sharing button
    twitter sharing button
    email sharing button
    email sharing button
    email sharing button
    sharethis sharing button