INVESTIGATE THE RELATIONSHIP BETWEEN RISK AND SIZE OF THE PORTFOLIO IN IRANIAN INSURANCE COMPANIES

被引：0
作者：
Ranjbar, Peyman [1 ]
Amini, Safyar [2 ]
机构：
[1] Islamic Azad Univ, Sanandaj Branch, Sanandaj, Iran
[2] Islamic Azad Univ, Sanandaj Branch, Dept Econ, Sanandaj, Iran
来源：
INTERNATIONAL JOURNAL OF LIFE SCIENCE AND PHARMA RESEARCH | 2016年 / 6卷 / 02期
关键词：
Risk; portfolio; stock number; insurance;
D O I：
暂无
中图分类号：
R914 [药物化学];
学科分类号：
100701 ;
摘要：
The aim of this study was to investigate the relationship between insurance risk portfolio and the portfolio is located in Tehran Stock Exchange. The population of this research firms with the insurance activity is located in the Stock Exchange that its financial statements have been audited and the time period is from 2006 to 2015. To test the hypothesis of linear regression models were used to evaluate the method for mixed data (panel data). The results show that the risk of increased portfolio size and the range includes 24 to 36 of the basket good portfolio.
引用
收藏
页码：L1 / L8
页数：8
相关论文
共 19 条
  • [1] [Anonymous], 1995, J DERIVATIVES
  • [2] Beigi M. R., 2013, EUROPEAN ONLINE J NA, V2, P86
  • [3] Dreassi A, 2008, INT REV BUSINESS RES, V4, P44
  • [4] Ebrahimi M, 2006, RISK MANAGEMENT FLUC, V2, P139
  • [5] Hashemi SA, 2011, J INSURANCE IND 25 Y, V98, P79
  • [6] Hendry DF, 2009, PALGRAVE HANDBOOK OF ECONOMETRICS, VOLUME 2: APPLIED ECONOMETRICS, P3
  • [7] Common funds investment portfolio optimization with fuzzy approach
    Hosseini, Sahar
    Hamidi, Naser
    [J]. 1ST INTERNATIONAL CONFERENCE ON APPLIED ECONOMICS AND BUSINESS, 2016, 36 : 96 - 107
  • [8] Janotta-Simons F, 1999, SOLVENCY ITS DEFINIT, P226
  • [9] Khaki G, 2004, THESIS, P288
  • [10] King, 1996, J FINANCIAL QUANTITA, V22
12