organizations need to evaluate project proposals and select the ones that are the most effective in reaching the strategic goals by considering sustainability issue. in order to enhance the effectiveness and the efficiency of project oriented organizations, in this paper a new multi-objective decision making (modm) approach of sustainable project portfolio selection is proposed which applies in...

In this paper, we consider the robust portfolio selection problem for an insurer in the sense of maximizing the exponential utility of his wealth. This special robust investment problem, where underwriting results and a risk-free asset are considered, differs from ordinary robust portfolio selection problems. The insurer has the option of investing in a risk-free asset and multiple risky assets...

In this paper, we study the online portfolio selection problem from the perspective of meta learning for mean reversion. The online portfolio selection problem aims to maximize the final accumulated wealth by rebalancing the portfolio at each time period based on the portfolio prices announced before. Mean Reversion is a typical principle in portfolio theory and strategies that utilize this pri...

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...