Environmental modellers recurrently work with decisions where a portfolio of actions has to be formed to effectively address the overall situation at hand. When creating the portfolio, one needs to consider multiple objectives and constraints, identify promising action candidates and examine interactions among them. The area of portfolio decision analysis deals with such tasks. This paper revie...

The purpose of this study was to investigate the role of non-financial information analysis and risk-return analysis along with financial information in increasing the selected banks and financial institutions of Tehran Stock Exchange portfolio efficiency. To evaluate the efficiency of the portfolio, the Treynor's ratio was used and attempted to determine the Treynor's ratio of the selected opt...

In an uncertain and competitive environment, product portfolio management (PPM) becomes more challenging for manufacturers to decide what to make and establish the most beneficial product portfolio. In this paper, a novel approach in PPM is proposed in which the environment uncertainty, competitors’ behavior and customer’s satisfaction are simultaneously considered as the most important criteri...

Portfolio selection process is a subject focused by many researchers. Various criteria involved in this process have undergone alterations over time, necessitating the use of appropriate investment decision support tools. An optimization approach used in different sciences is using meta-heuristic algorithms. In the present study, using Water Cycle Algorithm (WCA), a model was introduced for sel...

Portfolio assessment as one of the alternatives to testing is defined as the systematic collection of student work measured against predetermined scoring criteria. This paper aimed to investigate the effect of portfolio assessment in the oral performance of EFL learners in an attempt to examine its impact on their metadiscourse awareness. To determine the impact of portfolio assessment on the o...

This study applied a prediction-based portfolio optimization model to explore the results of portfolio predicament in the Tehran Stock Exchange. To this aim, first, the data mining approach was used to predict the petroleum products and chemical industry using clustering stock market data. Then, some effective factors, such as crude oil price, exchange rate, global interest rate, gold price, an...

The purpose of this study is to optimize the stock price forecasting model with meta-innovation method in pharmaceutical companies.In this research, stock portfolio optimization has been done in two separate phases.The first phase is related to forecasting stock futures based on past stock information, which is forecasting the stock price using artificial neural network.The neural network used ...

We discuss a class of risk-sensitive portfolio optimization problems. We consider the portfolio optimization model investigated by Nagai in 2003. The model by its nature can include fixed income securities as well in the portfolio. Under fairly general conditions, we prove the existence of optimal portfolio in both finite and infinite horizon problems.