1 استاد و عضو هیئت علمی دانشگاه آزاد اسلامی واحد علوم و تحقیقات، تهران، ایران
2 دانشیار دانشگاه آزاد اسلامی واحد کرج، ایران،
3 کارشناس ¬ارشد، رشته مدیریت صنعتی"گرایش مالی"، دانشگاه آزاد اسلامی واحد تهران مرکزی، ایران
عنوان مقاله [English]
In the research we try to introduce “Network Matrix” in selecting optimizing Portfolio for Active Management in investment companies, to evaluating obtained Portfolio of this, with this aim that have high efficiency in relation to market Portfolio efficiency. First Matrix (Portfolio) is value-growth stocks that are classified by standards P/E and P/B and second Matrix (Portfolio) are an aggressive-defensive stocks that is planned by Rahnamaye roodposhti (2009) and is classified by Risk Systematic Standard (?). For calculating and evaluating of two Portfolio efficiency obtained from Network Matrix, we used upside potential ratio. For test of research hypothesis from text of Averages comparison with dependent sample t and “Mann-Whitney test” and for comparison of two Portfolios efficiency with regard to each other and also regard to market used Pierson Correlation Coefficient test. Finally the result of research indicates that Portfolio is not combined from Network Matrix with high efficiency in relation to Market index but we observed the significant positive correlation between two matrixes, but, second matrix indicates have high correlation in relation to market index.