نوع مقاله : مقاله پژوهشی
نویسندگان
1 عضو هیات علمی گروه مدریت مالی، واحد تهران مرکزی ، دانشگاه آزاد اسلامی، تهران، ایران. نویسنده مسئول
2 عضو هیأت علمی دانشگاه الزهرا
3 مدیریت مالی، دانشگاه آزاد اسلامی، واحد تهران مرکزی، تهران، ایران
چکیده
کلیدواژهها
عنوان مقاله [English]
نویسندگان [English]
The purpose of the present research is to design a seamless optimized risk-based liquidity management model. The statistical population of this research is in the special holdings of social security investment company (SHASTA), Due to the limited statistical population, the total statistical society including the company holdings in the period 1391-1396 was considered as an example. The method of collecting information is library and field. Data analysis was performed using the multivariate regression model presented in the study using Eviews software. The results of the hypothesis test showed that there is a significant relationship between risk sensitivity, price fluctuations, expected returns fluctuations, liquidity risk, and liquidity risk with liquidity management.
کلیدواژهها [English]