نتایج جستجو برای: in his portfolio selection theory

تعداد نتایج: 17159100  

Journal: :Studies in Informatics and Control 2015

Journal: :iranian journal of optimization 2010
a. alinezhad m. zohrebandian f. dehdar

the stock evaluation process plays an important role in portfolio selection because it is the prerequisite for investment and directly influences on the stock allocation. this paper presents a methodology based on data envelopment analysis for portfolio selection, decision making units which can be stocks or other financial assets. first, dmus efficiencies are computed based on input/output com...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس - دانشکده علوم پزشکی 1389

introduction: diabetes mellitus is an growing national and international public health concern. the number of people affected by diabetes in world by 2030 will be 69% in developing countries. regular physical activity plays a key role in the management of type 2 diabetes melitus, particularly glycemic control. it has been recommended that peoples with type 2 diabetes participate in moderate-int...

One of the most important concerns of investors in financial markets is choosing a share or stock portfolio that is optimal in terms of profitability. To this end, there are many ways in which the stock portfolio has been chosen. The optimal portfolio selection is a portfolio management goal. In this dissertation, the DEA technique has been used as a new and reliable way to select the stock opt...

2006
Chueh-Yung Tsao Chao-Kung Liu

The mean-variance framework for portfolio selection should be revised when investor’s concern is the downside risk. This is especially true when the asset returns are not normal. In this paper, we incorporate value-at-risk (VaR) in portfolio selection and the mean-VaR framework is proposed. Due to the twoobjective optimization problem faced by the meanVaR framework, an evolutionary multi-object...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه رازی - پژوهشکده ادبیات 1389

the present study reports an analysis of response articles in four different disciplines in the social sciences, i.e., linguistics, english for specific purposes (esp), accounting, and psychology. the study has three phases: micro analysis, macro analysis, and e-mail interview. the results of the micro analysis indicate that a three-level linguistic pattern is used by the writers in order to cr...

Abstract Controversy has not been yet resolved among L2 researchers as how to enhance higher-order thinking skills (HOTSs) in EFL contexts. Responding to the growing need to foster thinking skills, many L2 educators have recently attempted to investigate the effect of diverse teaching strategies on HOTS. Yet, few studies have focused on the infusion of Gardner’s (1999) theory of multiple intell...

High-technology projects are known as tools that help achieving productive forces through scientific and technological knowledge. These knowledge-based projects are associated with high levels of risks and returns. The process of high-technology project and project portfolio selection has technical complexities and uncertainties. This paper presents a novel two-parted method of high-technology ...

Journal: :مطالعات اقتصاد اسلامی 0
اصغر ابوالحسنی هستیانی دانشیار گروه اقتصاد دانشگاه پیام نور رفیع حسنی مقدم استادیار اقتصاد دانشگاه دامغان

the purpose of this paper is to survey of muslim consumer behavior with respect to a given portfolio. in other words, in this paper, a set of specified assets with returns in certain state be considered as the individual's budget constraint. in this regard, factors affecting the portfolio selection by the individual in islamic economics will be discussed. also the subject of consumption in...

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