The potentially large spatial footprint of earthquake disasters and the increased concentration population values in dense urban areas call for an explicit consideration seismic risk at a regional, building portfolio level. relation between building-level portfolio-level is helpful if one wants to meet specific regional tolerance level by specifying targets individual buildings. We examine four...

This study aimed to present a model for portfolio risk premium assessment of companies listed in Tehran Stock Exchange. In order to achieve this purpose, monthly data of 150 companies listed in Tehran Stock Exchange during 2007-2017 was used. In this study, the predictive powers of FamaFrench three-factor model [11], Carhart four-factor model [1], Fama - French five-factor model [24], Brousseau...

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...

return maximization or risk minimization is goal in portfolio optimization based on mean variance theory. the structure of correlation matrices and individual variance of each asset are two main factors in optimization with risk minimization object. it’s necessary to use appropriate variance and correlation coefficient for time series with clustering volatilities feature, too. in this research,...

The optimization of investment portfolios is the most important topic in financial decision making, and many relevant models can be found in the literature.  According to importance of portfolio optimization in this paper, deals with novel solution approaches to solve new developed portfolio optimization model. Contrary to previous work, the uncertainty of future retur...

The low level of plant nutrients in exposed high-altitude subsoils, aod the effects of soil frost and needle ice on plants attempting to colonise these subsoils combine to make natural revegetation very difficult. Artificial revegetation trials established in 1965 at three sites in the Canterbury mountains tested the effect of a fertiliser mixture \vhich suppJied a wide range of nutrients, and ...

"The Robert Wood Johnson Foundation seeks to improve the health and health care of all Americans. Our efforts focus on improving both the health of everyone in America and their health care—how it's delivered, how it's paid for, and how well it does for patients and their families." Web site: http://www.rwjf.org/ [1] City: Princeton State: New Jersey Types of Research: Active Living College Alc...