عنوان انگلیسی مقاله:

Independence and Financial Knowledge on Audit Committee with Non-compliance of Financial Disclosure: A Study of Listed Companies Issued with Public Reprimand in Malaysia

ترجمه عنوان مقاله: استقلال و دانش مالی در کمیته حسابرسی با عدم رعایت افشای مالی: مطالعه شرکت های ذکر شده با صدور توبیخ عمومی در مالزی

رشته: حسابرسی

سال انتشار: 2015

تعداد صفحات مقاله انگلیسی: 8 صفحه

منبع: الزویر و ساینس دایرکت

نوع فایل: pdf

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چکیده مقاله

The returns and risks of investment portfolio in a financial system was investigated by constructing a theoretical model based on the Heston model. After the theoretical model andanalysis of portfolio were calculated and analyzed, we find the following: (i) The statistical properties (i.e., the probability distribution, the variance and loss rate of equity portfolio return) between simulation results of the theoretical model and the real financial data obtained from Dow Jones Industrial Average are in good agreement; (ii) The maximum dispersion of the investment portfolio is associated with the maximum stability of the equity portfolio return and minimal investment risks; (iii) An increase of the investment period and a worst investment period are associated with a decrease of stability of the equity portfolio return and a maximum investment risk, respectively.
Keywords: Financial markets, Heston model, Equity portfolio

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