The regression of stock returns on predictive variables, such as dividend yield, has proven useful in optimal portfolio selection when investment opportunities are timevarying. Conditional versions of factor models impose a restriction on that regression, thereby implying a particular portfolio choice. The study examines several pricing models from a perspective of conditional mean-variance opt...

In the portfolio selection problem, the manager considers several objectives simultaneously such as the rate of return, the liquidity and the risk of portfolios. These objectives are conflicting and incommensurable. Moreover, the objectives can be imprecise. Generally, the portfolio manager seeks the best combination of the stocks that meets his investment objectives. The imprecise Goal Program...

abstract portfolio definition is the most important decision for individuals and legal persons that invest in stock. the main objective of this paper is study and determination of optimal portfolio for stock of active food industrial company in tehran stock based on value at risk (var) index. for this purpose, we used weekly static of stock of active food industrial company in tehran from bahma...

despite the growing use of evolutionary multi-objective optimization algorithms in different categories of science, these algorithms as a powerful tool in portfolio optimization and specially solving multi-objective portfolio optimization problem is still in its early stages. in this paper, moeas have been used for solving multi-objective portfolio optimization problem in tehran stock market. f...

In the hotel sector, yield management traditionally balances a supply of perishable room nights against demand by manipulating price and time of consumption. While widely accepted, Internetbased distribution channels with different cost structures complicate the process. Hotels must not only manipulate price in response to supply and demand, but must also choose which portfolio of distribution ...

Reading skill is a fundamental requirement to lifelong learner success, yet the way teachers assess their student’s reading comprehension ability is challenging. One of the new trends in reading skill instruction is portfolio assessment. This study investigated the effects of portfolio assessment on EFL learner’s reading comprehension ability. The participants, 50 advanced (female) EFL learners...

A key component in our currency investment process is the identification of the " investor regime ". This is a phrase we use to describe the one or two themes that are driving investor behaviour and the pattern of cross-border portfolio flows at any particular point in time. In this note we introduce a more formal process which attempts to identify patterns in cross-border equity flows across 3...

В работе излагаются особенности влияния длины инвестиционного горизонта на выбор инвестором оптимального для себя портфеля. Приводятся условия, при которых неэффективные портфели для однопериодного случая становятся эффективными с увеличением инвестиционного горизонта. Сравниваются два различных подхода к описанию предпочтений инвестора при выборе портфеля. Один из подходов основывается на крив...

The experiment was carried out at Agronomy Field laboratory, Department of Agronomy and Agricultural Extension, university of Rajshahi, to study the effect of irrigation and sowing method on yield and yield attributes of mustard. The experiment consists of two factors i) irrigation viz. no irrigation (I0), one irrigation (I1)and two irrigations (I2) ii) sowing method viz. line sowing method (M1...