due to project evaluation complexity and resource constraints, the project portfolio optimization is numerous decision making challenges. hence, many researches have been done to introduce model and methods for portfolio optimization. but most of them have not considered the interaction between projects. considering the interactions between projects increase complexity of portfolio optimization...

financial derivatives are new instruments through which hedging, investment and arbitrage are done in a modern economy. although the word 'derivative'primarily reminds us of options and futures, the major focus of the equity derivatives industry worldwide is on index derivatives. launching index options and index futures in tehran stock exchange, not only increases financial market de...

We consider a financial market with a single risky asset whose price process S(t) is modeled by a jump diffusion, and where the agent only has access to a given partial information flow {Et}t≥0. Mathematically this means that the portfolio φ is required to be E predictable. We let AE denote the set of admissible portfolios. If U is a given utility function, we say that the market is (E , U) -vi...

The fact that graduate students usually have no experience and similar backgrounds might cause job vacancy placement applicant evaluation to be complicated stressful tasks for employers. This research project focuses on the role of e-portfolios in facilitating hiring process assisting seekers finding IT jobs. By using e- portfolios, employers would able assess applicants during more efficiently...

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...

criteria in household portfolio. to do this, the data which are related to the asset price are used including: bank deposit, bonds, stock, exchange, coin, land and housing in time period of 1997 to 2011. in this research, portfolio var id calculated in the confidence level of 90%, 95%, and 99% and in time periods of one year and 14 years. after calculating returns, return standard deviation, co...

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...