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...

This paper presents dynamic portfolio model based on the Merton's optimal investment-consumption model, which combines dynamic synthetic put option using risk-free and risky assets. This paper is extended version of methodological paper published by Yuan Yao (2012). Because of the long history of the development of foreign financial market, with a variety of financial derivatives, the study on ...

abstract:             partial knowledge is one of the main factors to take into account when dealing with the improvement of administration of multiple choice questions (mcq). various strategies have been proposed for this factor in traditional testing environment. so this study proposed a confidence based assessment (cba) as a sufficient solution & want to compare the effect of cba scoring sys...

Recent trends in digitalization combined with continuous innovation pressure lead to an increasing number of IT project, which nowadays are accomplished within huge IT project portfolios. Even though numerous IT project and portfolio evaluation and planning approaches have been developed and applied in companies all over the world, about 25% of IT projects still fail, which may result in a glob...

We present a tool-based methodology for monitoring the development and maintenance performed on the software portfolio of a large company. The toolkit on which the methodology is based includes an extendable framework for software analysis and visualization that meets strong demands with respect to scalability and usability. The methodology consists of 3 nested iterations and is carried out by ...

High dimensionality comparable to sample size is common in many statistical problems. We examine covariance matrix estimation in the asymptotic framework that the dimensionality p tends to∞ as the sample size n increases. Motivated by the Arbitrage Pricing Theory in finance, a multi-factor model is employed to reduce dimensionality and to estimate the covariance matrix. The factors are observab...

Artists have different parameters to, for example, colour scientists, for considering the quality of the finished image. An analysis of the work is based on an artist's conception of the work and a subjective assessment of print surface, colour and image quality, which although may appear to be based on the same criteria as a reproduction, the impact on the viewer is quite different. This prese...

The present paper aimed at studying the current models of credit portfolio management. There are currently three types of models which consider the risk of credit portfolio: the structural models (Moody's KMV model, and Credit- Metrics model), the intensity models (the actuarial models) and the econometric models (the Macro-factors model). The development of these three types of models is based...