Relationships Between a Stock Market Price Index and Its Mutually Exclusive Subindices
|
|
|
|
|
|
|
|
نویسنده
|
Farhadi Hamidreza
|
|
منبع
|
international journal of industrial engineering and production research - 2008 - دوره : 19 - شماره : 5-2 - صفحه:27 -32
|
|
چکیده
|
In this article we find relationships between a stock market price index and its mutually exclusive subindices. in particular, we show that when moving from one time to another, the return ofsuch an index is a convex combination of the returns of its mutually exclusive subindices if at most one base adjustment is done.
|
|
کلیدواژه
|
stock marketprice index. mutuallyexclusive subindices ,convex combination
|
|
آدرس
|
sharif university of technology, Department of Mathematical Sciences, ایران
|
|
|
|
|
|
|
|
|
|