The following information was submitted:
Transactions: WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS
Transactions ID Number: 32-750
Full Name: Ali M. Kimiagari
Position: Assistant Professor
Age: ON
Sex: Male
Address: Tehran
Country: IRAN
Tel:
Tel prefix:
Fax:
E-mail address: miladj@aut.ac.ir
Other E-mails: kimiagar@aut.ac.ir
Title of the Paper: On the Development of Technical Analysis based Portfolio Optimization Models
Authors as they appear in the Paper: Milad.Jasemi, Ali.M.Kimiagari , A.Memariani
Email addresses of all the authors: miladj@aut.ac.ir, kimiagar@aut.ac.ir
Number of paper pages: 11
Abstract: Modeling the complex state of stock markets to maximize satisfaction of stock traders has always been a significant concern of scholars. However, still this field suggests the need for more accurate and comprehensive models. Development of these models is difficult because of the unpredictable economic, social and political variables that surely affect manners of stock markets. The portfolio model developers have escaped the inspired complexity by some simplifying assumptions that result in their less practicability. In this paper subsequent to an introduction to the field of portfolio optimization and literature review of the investment approach of Technical Analysis (TA), capabilities of TA in improving the level of portfolio models and its potentiality to address the main challenges of the field are discussed. The paper also proposes the modular structure in which TA would be helpful.
Keywords: Financial development; Technical analysis; Investment Decisions; Portfolio optimization; Portfolio selection; Psychology of market
EXTENSION of the file: .doc
Special (Invited) Session:
Organizer of the Session:
How Did you learn about congress:
IP ADDRESS: 217.219.236.4
