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کلیدواژه: Portfolio optimization,Stochastic dynamic programming,GlueVaR risk measurement,Genetic algorithm,Scenario constructiom
نویسندگان: Ghandehari Maryam, AZAR ADEL, YAZDANIAN AHMAD REZA, Golarzi Gholamhossein
ناشر: مدیریت صنعتی - Industrial Management Journal
Objective: The selection of an optimal investment Portfolio for a long-term period does not seem logical. So the investors should update their investment Portfolios over specific time periods if needed. Since the problem dimensions significantly increase after the periods, a definitive solution to t... ادامه
سال:2019
مشاهده/دانلود
کلیدواژه: Stock Fall Risk,Real Earnings Management,Institutional Ownership,Dynamic Panel Data
نویسندگان: Eslami Mohsen, Erzae Amir Hossein
ناشر: سیاست های مالی و اقتصادی - Journal of Fiscal and Economic Policies
The risk of stock price crash is one of the topics of interest in capital market research. Since the main mission of capital market regulators is to protect the rights of investors, it has always been important to consider the factors that affect crash risk. The quality of financial reporting and ea... ادامه
سال:2023
کلیدواژه: Readiness Assessment,Banking Industry,Digital Banking,Dynamic Simulation,Information and Communications Technology
نویسندگان: Farokhizadeh Farshid, zarei Azim, Rastegar Abbas Ali, Ebrahimi Seyed Abbas
ناشر: پژوهش های مدیریت در ایران - Management Research in Iran
To this end, organizations are planning to enter different digital arenas and evaluation of D-Readiness for measuring their level of success is of particular importance. Determining the degree of readiness to accept, use and apply new technologies and their related applications inside and outside or... ادامه
سال:2024
کلیدواژه: Renewable Energy, Sustainability, Energy storage, Microgrid, Strategies
نویسندگان: Esmaeili Shayan Mostafa, Najafi Gholamhassan, Esmaeili Shayan Sahra
ناشر: مهندسی مکانیک امیرکبیر (امیرکبیر) - JOURNAL OF MECHANICAL ENGINEERING AMIRKABIR (AMIRKABIR)
Renewable energy is vital for the future of the energy supply because of its properties, which include sustainability, affordability, and environmental friendliness. The low dependability of these sources is a disadvantage due to their nondeterministic and unpredictable production patterns. Utilizin... ادامه
کلیدواژه: New Keynesian Phillips curve,Estimation,inflation,Dynamicstochastic General Equilibrium,Monetary polic
نویسندگان: Kiyanpor Parto, Aminifard Abbass, ZARE HASHEM, EBRAHIMI MEHRZAD
ناشر: مطالعات و سیاست های اقتصادی - Journal of Economic Studies and Policies
The identification and explanation of the relationship between inflation and unemployment in the country’ s economy has a special place in the process of economic and political decision-making. Assessing the relation between inflation and unemployment can help policymakers and economists to a... ادامه
کلیدواژه: portfolio, Multi-Objective optimization, Zimmermann fuzzy approach, Minimax regret, robustness
نویسندگان: Jaberi Mahsa, Mohammadi Emran, Azizi Amir
ناشر: بورس اوراق بهادار - JOURNAL OF SECURITIES EXCHANGE
The novel theory of the Portfolio optimization has developed based on the fundamental Markowitz model. The Markowitz model is unique in terms of theory, but its weaknesses prevent the use of this model in practice. In this model, the return rate is extracted based on past data, but in this research,... ادامه
سال:2022
کلیدواژه: Mutual Fund,Securities Portfolio Management,Market Timing,Security Selection,Panel Regression,Time Series Regression,Baysian Model Averaging
نویسندگان: asadi gharehjeloo behrang, Abdo Tabrizi Hossein
ناشر: پژوهش های برنامه و توسعه - Journal of Program & Development Research
Evaluating Portfolio management performance and mutual fund’ s active management abilities is of particular importance. Capital asset pricing model and holding Portfolios model are among the most important studies to assess the ability of mutual funds market timing and security selection. Thi... ادامه
کلیدواژه: Venture capital,Agent-based modeling,Harmony search,Particle swarm optimization,Adaptive Network Fuzzy Inference System
نویسندگان: Hasheminejad Seyed Ali, BAGHERPOUR MORTEZA
ناشر: تحقیقات مالی - Financial Research Journal
Objective: Increasing the competitiveness of countries in the world can be reached only through innovation and the financial aspect is the most important pillar of a national innovation system. Hence, the role of venture capital in developing knowledge-based institutions is vital. However, startup p... ادامه
سال:2020
کلیدواژه: Fama Decomposition Model,Mutual Funds,Net Selectivity,Diversification,Risk
نویسندگان: Sadeghi Goghari Samira, SOURI ALI, abbasinejad hosein, MEHRARA MOHSEN
ناشر: IRANIAN ECONOMIC REVIEW - IRANIAN ECONOMIC REVIEW
T he main purpose of this paper is to analyze the performance of mutual funds in Iran by using Fama decomposition model (1972). Thus, daily data of 55 mutual funds during a four-year period from 21/3/2014 to 21/3/2018 were investigated. To achieve this goal, firstly, the performance of mutual funds ... ادامه
کلیدواژه: Conditional Value at Risk,Mutual Funds,Quantile Regression,Systemic Risk
نویسندگان: Shahbazin Fereshteh, GHALIBAF ASL HASAN, Seighali Mohsen, peymani foroushani moslem
ناشر: IRANIAN JOURNAL OF FINANCE - IRANIAN JOURNAL OF FINANCE
Mutual funds are one of the most paramount investment mechanisms in financial markets. By playing a financial intermediary role, they give nonprofessionals access to professionally managed Portfolios of securities and provide numerous benefits for both the capital market and investors simultaneously... ادامه
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