استراتژي هاي مختلف سرمايه گذاري در بورس اوراق بهادار

Different Investment Strategies in Stock Exchange Market

The goal of present research is the analysis of different investment strategies, in two approaches of "Filter" and "Buy and Hold" in Tehran Stock Exchange Market. Since, the different investment strategies, according to above strategies, give different return rates, so, analysis of approaches lead to more return for investors is important, in accordance to, three hypothesis have been set, which will be shown in following 1- The average of monthly return of "Filter" approach is more than the average of monthly return of "Buy and Hold" approach . 2- The importance of choosing "Filter" approach and "Buy and Hold" approach in different industries, is not the same. 3- Decreasing or increasing the accepted Filter is reverse with its return. Present research includes; abstract, introduction, analysis of different investment strategies, methodology, analysis of data, and presenting results and applied recommendations.