نتایج جستجو برای: objective portfolio optimization problem in tehran stock market for this purpose

تعداد نتایج: 19723703  

Journal: :تحقیقات مالی 0
سعید قدوسی کارشناس‎ارشد مدیریت مالی، دانشگاه تهران، تهران، ایران رضا تهرانی دانشیار مدیریت مالی، دانشکدۀ مدیریت دانشگاه تهران، تهران، ایران مهدی بشیری دانشیار مهندسی صنایع، دانشکدۀ فنی دانشگاه شاهد، تهران، ایران

the markowitz issue of optimization can’t be solved by precise mathematical methods such as second order schematization, when real world condition and limitations are considered. on the other hand, most managers prefer to manage a small portfolio of available assets in place of a huge portfolio. it can be analogized to cardinal constrains, that is, constrains related to minimum and maximum curr...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس - دانشکده علوم پزشکی 1389

introduction: diabetes mellitus is an growing national and international public health concern. the number of people affected by diabetes in world by 2030 will be 69% in developing countries. regular physical activity plays a key role in the management of type 2 diabetes melitus, particularly glycemic control. it has been recommended that peoples with type 2 diabetes participate in moderate-int...

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد یزد - دانشکده برق و الکترونیک 1392

امروزه تخمین حرکت بلوک در تصاویر بر اساس روش هایی که تمام جزئیات را شامل می شوند، تبدیل به یک مبحث فراگیر در شاخه ی پردازش تصویر گشته است. چرا که از جمله ی روش هایی به حساب می آید که باعث فشردگی و کاهش حجم داده های تصویری می گردد. جهت تحقّق این هدف، الگوریتم های متفاوتی ارائه شده اند. الگوریتم های جستجوی محلی، جستجوی پیشگویانه و... که با توجه به نیاز مسأله انتخاب و مورد استفاده قرار می گیرند، از...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه مازندران - دانشکده علوم انسانی 1390

iv abstract this study examined the linguistic behaviors of two iranian efl teachers each of them teaching learners of two similar proficiency levels, a beginner level and an intermediate level, to investigate the relationship between the learners proficiency levels and the amounts and purposes for l1 use by the two teachers. the study was carried out to investigate whether there were differe...

پایان نامه :وزارت علوم، تحقیقات و فناوری - پژوهشگاه شیمی و مهندسی شیمی ایران - پژوهشکده شیمی تجزیه و معدنی 1390

hydrochlorothiazide (hct) is a diuretic agent which is shown to be effective in the treatment of hypertension. literature reports have demonstrated that urinary excretion data may be used to assess the bioavailability of various formulations containing this thiazide. also hct consumption by the athletes is one of the drugs which should be regulated by world anti-doping agency (wada), because of...

2012
Jin Xu

Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution’s or an individual’s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portf...

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...

2015
Lukáš Pichl Ayako Watanabe

An optimal policy problem is formulated for evolutionary market settings and analyzed in two applications at the microand macrolevels. First, individual portfolio policy is studied in case of a fully computerized, multiagent market system. We clarify the conditions under which static approaches—such as constraint optimization with stochastic rates or stochastic programming—apply in coevolutiona...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه کاشان - دانشکده ادبیات و زبانهای خارجی 1392

abstract this study aimed at investigating the possible relationship between self-assessment in writing and self-regulation of iranian efl learners. the main purpose of the study was not only to report and inform about this relationship, but also to investigate and find practical outcomes of the incorporation of self-assessment in writing, such as improving writing skill. the research was carr...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه یزد 1388

there is less published research about how teachers in efl contexts respond to students who are relatively less mature and less competent l2 writers. while writing researchers have examined various issues concerning peer and teacher response in writing-oriented classes, little research has centered on the effect of collaborative tasks particularly dictogloss on writing skills. output collaborat...

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