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Information Journal Paper

Title

INVESTIGATING THE EFFECT OF SELECTED SUSTAINABLE DEVELOPMENT INDICATORS ON CREDIT ALLOCATION: THE CASE OF NATIONAL DEVELOPMENT FUND OF IRAN

Pages

  453-477

Abstract

CREDIT ALLOCATION through the usage of Portfolio optimization mainly seeks to maximize return and minimize the risk of the portfolio; but there are other important issues including SUSTAINABLE DEVELOPMENT which is important for government/public sectors. This paper presents a novel CREDIT ALLOCATION approach based on portfolio optimization and investigates the effects of selected indicators of SUSTAINABLE DEVELOPMENT on CREDIT ALLOCATION. In order to evaluate this case study, constraint mean-variance was used as the extension of Markowitz PORTFOLIO THEORY. Selected indicators were modeled as the mathematical model’s objectives and constraints. In order to show the applicability of the model, experimental results were given based on CREDIT ALLOCATION data for NATIONAL DEVELOPMENT FUND OF IRAN (NDFI). The results show that SUSTAINABLE DEVELOPMENT selected indicators exacerbate the return of NDFI portfolio from one side and from the other side, its effect on NDFI risk is somewhat similar but lighter.

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    APA: Copy

    SADATRASOUL, SEYED MAHDI, GHOLAMIAN, MOHAMMAD REZA, & SHAHANAGHI, KAMRAN. (2015). INVESTIGATING THE EFFECT OF SELECTED SUSTAINABLE DEVELOPMENT INDICATORS ON CREDIT ALLOCATION: THE CASE OF NATIONAL DEVELOPMENT FUND OF IRAN. IRANIAN JOURNAL OF MANAGEMENT STUDIES, 8(3), 453-477. SID. https://sid.ir/paper/240932/en

    Vancouver: Copy

    SADATRASOUL SEYED MAHDI, GHOLAMIAN MOHAMMAD REZA, SHAHANAGHI KAMRAN. INVESTIGATING THE EFFECT OF SELECTED SUSTAINABLE DEVELOPMENT INDICATORS ON CREDIT ALLOCATION: THE CASE OF NATIONAL DEVELOPMENT FUND OF IRAN. IRANIAN JOURNAL OF MANAGEMENT STUDIES[Internet]. 2015;8(3):453-477. Available from: https://sid.ir/paper/240932/en

    IEEE: Copy

    SEYED MAHDI SADATRASOUL, MOHAMMAD REZA GHOLAMIAN, and KAMRAN SHAHANAGHI, “INVESTIGATING THE EFFECT OF SELECTED SUSTAINABLE DEVELOPMENT INDICATORS ON CREDIT ALLOCATION: THE CASE OF NATIONAL DEVELOPMENT FUND OF IRAN,” IRANIAN JOURNAL OF MANAGEMENT STUDIES, vol. 8, no. 3, pp. 453–477, 2015, [Online]. Available: https://sid.ir/paper/240932/en

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