despite the growing use of evolutionary multi-objective optimization algorithms in different categories of science, these algorithms as a powerful tool in portfolio optimization and specially solving multi-objective portfolio optimization problem is still in its early stages. in this paper, moeas have been used for solving multi-objective portfolio optimization problem in tehran stock market. f...

Stochastic orders and inequalities are very useful tools in various areas of economics and finance. The purpose of this paper is to describe main results obtained so far by using the idea of stochastic orders in financial optimization. Especially, the emphasis is placed on the demand and shift effect problems in portfolio selection. Some other examples, which are not related directly to optimiz...

Reading skill is a fundamental requirement to lifelong learner success, yet the way teachers assess their student’s reading comprehension ability is challenging. One of the new trends in reading skill instruction is portfolio assessment. This study investigated the effects of portfolio assessment on EFL learner’s reading comprehension ability. The participants, 50 advanced (female) EFL learners...

Portfolio optimization is an essential step in the process of asset management. Studying portfolio can help people gain greater benefits after investing their assets. This paper makes a subjective analysis stocks American stock market, and finally selects six from different fields, including health care, finance, public utilities, Internet software services, non-energy minerals, industry for an...

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...

in the research we try to introduce “network matrix” in selecting optimizing portfolio for active management in investment companies, to evaluating obtained portfolio of this, with this aim that have high efficiency in relation to market portfolio efficiency. first matrix (portfolio) is value-growth stocks that are classified by standards p/e and p/b and second matrix (portfolio) are an aggress...

In this paper, we propose formulations and algorithms for robust portfolio optimization under both aleatory uncertainty (i.e., natural variability) and epistemic uncertainty (i.e., imprecise probabilistic information) arising from interval data. Epistemic uncertainty is represented using two approaches: (1) moment bounding approach and (2) likelihood-based approach. This paper first proposes a ...

We studied two tallgrass prairies and adjacent restoration areas in northeast Kansas to analyze (1) the invasion of native tallgrass prairie species from native prairie source populations into replanted areas; (2) the establishment of planted prairie species five and 35 years after being sown; and (3) the effects of native prairie species on soil organic matter. For the majority of dominant spe...