The gaining returns in line with risks is always a major concern for market play-ers. This study compared the selection of stock portfolios based on the strategy of buying and retaining winning stocks and the purchase strategy based on the level of investment risks. In this study, the two-step optimization algorithms NSGA-II and SPEA-II were used to optimize the stock portfolios. In order to de...

The stock selection problem is one of the major issues in the investment industry, which is mainly solved by analyzing financial ratios. However, considering the complexity and imprecise patterns of the stock market, obvious and easy-to-understand investment rules, based on fundamental analysis, are difficult to obtain. Fundamental and technical analyses are two common methods for predicting th...

In this analysis of the risk and return of stocks in global markets, we apply several applications of robust regression techniques in producing stock selection models and several optimization techniques in portfolio construction in global stock universes.We find that (1) that robust regression applications are appropriate for modeling stock returns in global markets; and (2) mean-variance techn...

The stock selection problem is one of the major issues in the investment industry, which is mainly solved by analyzing financial ratios. However, considering the complexity and imprecise patterns of the stock market, obvious and easy-to-understand investment rules, based on fundamental analysis, are difficult to obtain. Fundamental and technical analyses are two common methods for predicting th...

recently, the economic crisis has resulted in instability in stock exchange market and this has caused high volatilities in stock value of exchanged firms. under these conditions, considering uncertainty for a favorite investment is more serious than before. multi-objective portfolio selection (return, liquidity, risk and initial cost of investment objectives) using minmax fuzzy goal programmin...

This paper compares the two bootstrap methods of Kosowski et al. (2006) and Fama and French (2010) using a new dataset on equity mutual funds in the UK. We find that: the average equity mutual fund manager is unable to deliver outperformance from stock selection or market timing, once allowance is made for fund manager fees and for a set of common risk factors that are known to influence return...

The aim of the present study was to identify the volleyball skills that discriminate in favour of victory. Twenty-four games (n=24) from the Senior Men's Volleyball World Championship played in Italy in 2010 were chosen and analyzed with Data Volley software. The discriminating function was used to identify the discriminating variables, using a canonical structuring coefficient of |SC| ≥ .30. T...

The main purpose of this study was to examine the relationship between flow experience and goal orientation theory, as well as, the differences in flow experience based on the orthogonal model of goal orientation theory. Two hundred and seventy eight athletes completed the Task and Ego Orientation Sport Questionnaire based on how they usually feel. The challenge and skills ratings were complete...

Previously reported simulations using the E-Z Reader model of eye-movement control suggest that the patterns of eye movements observed with children versus adult readers reflect differences in lexical processing proficiency (Reichle et al., 2013). However, these simulations fail to specify precisely what aspect(s) of lexical processing (e.g., orthographic processing) account for the concurrent ...