نتایج جستجو برای: fuzzy allocated portfolio fap

تعداد نتایج: 141436  

2010
Mahdi Hassani Goodarzi Farhad Mehmanpazir

Collaboration of technologies in the Internet and the field of Fuzzy expert systems have suggested new ways of sharing and distributing knowledge. However, there has been a general lack of research in the area of web-based Fuzzy expert systems (FES). This paper addresses the issues associated with the design, development, and use of web-based FES from a standpoint of the benefits and challenges...

2013
Jani Kinnunen Irina Georgescu

In this paper we present a two-component portfolio selection problem under two types of uncertainties, i.e., probabilistic risk and possibilistic risk. We study the portfolio selection problem in mergers and acquisitions, M&As, and show the usability of the presented mixed model in portfolio selection of corporate acquisition targets. We view the total M&A value consisting of a stand-alone of a...

2010
JIE YANG HONGJIAN QU HEJING GE BAI XIAOJUAN Harry Markowitz

Since the 1960s, lots of scholars had begun to research in the portfolio selections based on the theory of mean-variance of Markowitz portfolio and relevant methods. All of these studies are under certainly of the assumption term, and then the researchers can get efficient set of portfolio selection. However, alone with the finance environment increasing of complexity, it is becoming more compl...

2013
Jani Kinnunen Irina Georgescu

In this paper we present a two-component portfolio selection problem under two types of uncertainties, i.e., probabilistic risk and possibilistic risk. We study the portfolio selection problem in mergers and acquisitions, M&As, and show the usability of the presented mixed model in portfolio selection of corporate acquisition targets. We view the total M&A value consisting of a stand-alone of a...

A. A. Najafi, A. R. Ghahtarani,

This paper develops a bi-objective portfolio selection problem that maximizes returns and minimizes a risk measure called conditional Drawdown (CDD). The drawdown measures include the maximal Drawdown and Average Drawdown as its limiting case. The CDD family of risk functional is similar to conditional value at Risk (CVaR). In this paper, the fuzzy method has been used to solve the bi-objec...

2011
Xinxin Zhu Wei Min

Fluorescence anomalous phase advance (FAPA) is a newly discovered spectroscopy phenomenon: instead of lagging behind the modulated light, fluorescence signal can exhibit FAPA as if it precedes the excitation source in time. While FAPA offers a promising technique for probing dark state lifetime, the underlying mechanism is not fully elucidated. Herein we investigate frequency-domain phase fluor...

Journal: :تحقیقات مالی 0
حسن حیدری استادیار دانشکده اقتصاد و مدیریت دانشگاه ارومیه، ایران احمد ملا بهرامی دانشجوی تحصیلات تکمیلی دانشکده اقتصاد و مدیریت دانشگاه ارومیه، ایران

in this paper, in order to optimize the portfolio consisting of selected industrial stocks of petroleum products, automobiles and parts, electrical industry and extraction of minerals from tehran stock exchange member, first, time – varying conditional covariance matrix has been estimated based on the following multivariate garch models: diagonal-vech (1,1), ccc (1,1) and diagonal -bekk (1,1). ...

2014
H. A. Khalifa Ramadan A. ZeinEldin

The portfolio selection problem (PSP) uses mathematical approaches to model stock exchange investments. Its aim is to find an optimal set of assets to invest on, as well as the optimal investments for each asset. In this paper, a portfolio selection problem (FPSP) with fuzzy objective function coefficient (FPSP) a multiple objective problem including uncertainties is investigated. The FPSP is c...

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