the relationship between finance and other social sciences as known behavioural finance, evaluate investors to the decision-making process and their reaction to different conditions of financial markets deals. in this study assumed that analysts are specialist in fundamental and technical analysis and then influence their personality characteristics is evaluated on their performance. statistica...

This paper evaluates whether the medium-term risk of the stock market is sufficient to explain its high average rate of return relative to a risk-free investment. The medium-term risk of stocks is measured by the covariance of a market return over a quarter and consumption growth over horizons of one to three years. The medium-term risk of equity in aggregate consumption data is an order of mag...

Diversifiable and Non-diversifiable Riskand the Advanced Choice under Ambiguous or Uncertain Conditions M.J. Alhabeeb, Ph.D. Abstract The objective of this paper is to revisit concepts diversifiable non-diversifiable risk, expound portfolio risk technically with practical examples, explains lending borrowing at risk-free rate return. It also puts diversification method ofmeasuringthe unsystemat...

This research proposes a novel MCDMmodel, including DEMATEL, ANP, and VIKOR for exploring portfolio selection based on CAPM. We probe into the influential factors and relative weights of risk-free rate, expected market return, and beta of the security. The purpose of this research is to establish an investment decision model and provides investors with a reference of portfolio selection most su...

introduction: the greatest part of constructed dams belongs to embankment dams and there are many examples of their failures throughout history. about one-third of the world’s dam failures have been caused by flood overtopping, which indicates that flood overtopping is an important factor affecting reservoir projects’ safety. moreover, because of a poor understanding of the randomness of floods...

modern portfolio theories are based on markowitz’s portfolio optimization model that involves the assumption of mean variance behavior and therefore require the asymmetry and normality of returns. this issue also affects the capital asset pricing model that estimates systematic risk and uses it in pricing securities. this article analyzes the various measures of risk. the main purpose of this r...