The problem of optimal portfolio selection has attracted a great attention in the finance and optimization field. The future stock price should be predicted in an acceptable precision, and a suitable model and criterion for risk and the expected return of the stock portfolio should be proposed in order to solve the optimization problem. In this paper, two new criterions for the risk of stock pr...

The paper presents a simulation-optimization approach using genetic algorithm to the supplier selection problem. The problem consists in selecting a portfolio of suppliers from a set of pre-selected candidates. The supplier selection is a multi-criteria problem that includes both qualitative and quantitative criteria. In order to select the best suppliers it is crucial to make a trade off betwe...

abstract the present study was an attempt to investigate the effect of it system-based instruction vs. traditional instruction of teaching english on iranian low-intermediate efl learners’ reading comprehension ability in a smart school in tonekabon, mazandaran, iran. to collect the data, 60 low-intermediate high school learners took part in the study. as to the homogeneity of the participants,...

This paper addresses about an approach that suggests for stock portfolio optimization using the combination of Adaptive Neuro-Fuzzy Inference System (ANFIS) and Capital Asset Pricing Model (CAPM). Stock portfolio optimization aims to determine which of the stocks to be added to a portfolio based on the investor’s needs, changing economic and market conditions. In order to construct an efficient...

Quantifying the variability in the delivery of ecosystem services across the landscape can be used to set appropriate management targets, evaluate resilience and target conservation efforts. Ecosystem functions and services may exhibit portfolio-type dynamics, whereby diversity within lower levels promotes stability at more aggregated levels. Portfolio theory provides a framework to characteriz...

The paper analyzes the long-run performance of dynamic investment strategies based on fixed-mix portfolio rules. Such rules prescribe rebalancing the portfolio by transferring funds between its positions according to fixed (timeindependent) proportions. The focus is on asset markets where prices fluctuate as stationary stochastic processes. Under very general assumptions, it is shown that any f...

The analysis of risk-return tradeoffs and their practical applications to portfolio analysis paved the way for Modern Portfolio Theory (MPT), which won Harry Markowitz a 1992 Nobel Prize in Economics. A typical approach in measuring a portfolio's expected return is based on the historical returns of the assets included in a portfolio. On the other hand, portfolio risk is usually measured using ...

Community resilience planning, risk mitigation and recovery optimization must assume a system perspective at the level of the overall community built environment. While engineers can quantify the performance of individual buildings and facilities, such information must be aggregated to reflect the vulnerability of the building portfolio as a whole to support resilience-based decisions at the co...