This research aims at analyzing and investigation of role of brand and guerrilla marketing in keeping and increasing purchasing portfolio of customer in Iran’s SME and in this respect three hypothesizes are developed. For doing of this research after exploration of models and approaches in brand questionnaire and guerrilla marketing were used for customers of company. The conceptual model based...

index tracking is the process of developing a portfolio that reproduces the performance of an index. the tracker portfolio has relatively good diversity and low turnover and low transaction costs. in this paper we applied a binary programming model for index tracking problem. in this model the number of assets for portfolio construction is defined by portfolio manager. the robust optimization f...

Most practitioners measure investment performance based on the CAPM, determining portfolio "alphas" or Sharpe Ratios. But the validity of this analysis rests on the validity of the CAPM, which assumes either normally distributed (and therefore symmetric) returns, or mean-variance preferences. Both assumptions are suspect: even if asset returns were normally distributed, the returns of options o...

in the portfolio selection problem, the manager considers several objectives simultaneously such as the rate of return, the liquidity and the risk of portfolios. these objectives are conflicting and incommensurable. moreover, the objectives can be imprecise. generally, the portfolio manager seeks the best combination of the stocks that meets his investment objectives. the imprecise goal program...

projects scheduling by the project portfolio selection, something that has its own complexity and its flexibility, can create different composition of the project portfolio. an integer programming model is formulated for the project portfolio selection and scheduling.two heuristic algorithms, genetic algorithm (ga) and simulated annealing (sa), are presented to solve the problem. results of cal...

First-degree price discrimination is a prevalent practice in business markets given the private nature of the interactions between buyers and sellers. Some customers accept paying higher prices because they have imperfect information about the distribution of prices or cannot afford to switch to an alternative in the short run. However, customers may become aware (imperfectly) where the prices ...

This research outlines a distinct gap in the Internet and marketing literature, which has largely ignored small and medium-sized (SME) fashion e-retailers (SMEFEs). This is despite apparel sales playing a key role in the European economy and becoming a significant part of online purchasing. Initial exploratory critical caseresearch, has led to the development of the ‘Web-Weaving’ e-portfolio ma...

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...

In the portfolio selection problem, the manager considers several objectives simultaneously such as the rate of return, the liquidity and the risk of portfolios. These objectives are conflicting and incommensurable. Moreover, the objectives can be imprecise. Generally, the portfolio manager seeks the best combination of the stocks that meets his investment objectives. The imprecise Goal Program...

Index tracking is an investment approach where the primary objective is to keep portfolio return as close as possible to a target index without purchasing all index components. The main purpose is to minimize the tracking error between the returns of the selected portfolio and a benchmark. In this study, quadratic as well as linear models are presented for minimizing the tracking error. The unc...