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...

The notion of a $D$-poset was introduced in a connection withquantum mechanical models. In this paper, we introduce theconditional expectation of  random variables on theK^{o}pka's $D$-Poset and prove the basic properties ofconditional expectation on this  structure.

in this note we characterize the compact weighted frobenius-perron operator $p$ on $l^1(sigma)$ and determine their spectra. we also show that every weakly compact weighted frobenius-perron operator on $l^1(sigma)$ is compact.

abstract climate change means a significant change in the long-term weather of a region in comparison with what has been observed during a long term period. precipitation and minimum and maximum temperature are three variables which are affected directly by the climate change. furthermore, the water yield of a river is one of the most important hydrological variables of a basin which is affecte...

Our understanding of subjunctive conditionals has been greatly enhanced through the use of possible world semantics and, more precisely, by the idea that they involve variably strict quantification over possible worlds. I propose to extend this treatment to ceteris paribus conditionals – that is, conditionals that incorporate a ceteris paribus or ‘other things being equal’ clause. Although such...

extended abstract 1. introduction in arabic, words or letters that are considered to be jazm particles affecting a present tense are divided into two general categories: jazm particles affecting a single verb and those affecting two verbs. abbas hassan introduces particles such as iza, kayfa, lou, etc., which bear a conditional connotation, as a third factor for occurrence of jazm (al-nahv al-w...