background: this study aimed at estimating the proportion of diabetes as a risk factor to the attributable burden of cardiovascular diseases in iran. methods: comparative risk assessment methodology was used to calculating potential impact fraction (pif). to calculate pif, data on the prevalence of newly diagnosed diabetes mellitus (ndm) and known diabetes mellitus (kdm) were obtained from 3rd ...

modern portfolio theories are based on markowitz’s portfolio optimization model that involves the assumption of mean variance behavior and therefore require the asymmetry and normality of returns. this issue also affects the capital asset pricing model that estimates systematic risk and uses it in pricing securities. this article analyzes the various measures of risk. the main purpose of this r...

This study aims at getting a better performance for optimal stock portfolios by modeling stocks prices dynamics through a continuous paths Levy process. To this end, the share prices are simulated using a multi-dimensional geometric Brownian motion model. Then, we use the results to form the optimal portfolio by maximizing the Sharpe ratio and comparing the findings with the outputs of the conv...

Background and objectives: Risk-adjusted Bernoulli control chart is one of the main tools for monitoring multistage healthcare processes to achieve higher performance and effectiveness in healthcare settings. Using parameter estimates can lead to significantly deteriorate chart performance. However, so far, the effect of estimation error on this chart in which healthcare ...

studying risk and frequency analysis of flood is done in order to design structures located in floody lands. in hydrological and water resources engineering projects, first of all, we should determine frequency of this phenomenon- their return period. in this research, the method of planning, the cumulative freguency curve is explained and probability and return period and errors concerning sma...

one of the most important questions in islamic banking system is about the best method for calculating the interest rate of loans and deposits. this paper compares two methods : time- value method and economic value- added method and tries to answer this question that, based on the information gathered from the financial statements of a sample of the accepted firms in the iranian exchange marke...

OBJECTIVE To assess the value of a novel composite measure for identifying the best hospitals for major procedures. DATA SOURCE We used national Medicare data for patients undergoing five high-risk surgical procedures between 2005 and 2008. STUDY DESIGN For each procedure, we used empirical Bayes techniques to create a composite measure combining hospital volume, risk-adjusted mortality wit...

We investigate the relation between various alternative risk measures and future daily returns using a sample of firms over the 1988-2009 time period. Previous research indicates that returns are not normally distributed and that investors seem to care more about downside risk than total risk. Motivated by these findings and mixed empirical evidence supporting theoretical positive risk-return r...