Financial markets, especially the capital market, may have strong links with other economic sectors. One of the most important aspects of investment is to determine the “, optimal investment portfolio”, . To date, some research has been conducted to determine the optimal portfolio with”,artificial intelligence”,and “, Fuzzy Logic”, . However, we determine the optimal portfolio based on Dynamic Stochastic General Equilibrium (DSGE) model. This study examines the design and calibration of the new Keynesian dynamic stochastic equilibrium model related to an optimal investment portfolio and the effect of shocks such as productivity shocks and foreign exchange earnings’,fluctuation shocks on macroeconomic variables. To this end, we design a DSGE model with sectors of households and firms, government and the central bank, and calibrate the model’, s parameters after logarithm–, Linearization using seasonal data of 1996-2016 and results of empirical studies. In the designed model, households maintain a portfolio of stocks, cash, securities, and other assets based on risk and return or an optimal portfolio. In the end, we assess the impulse response function of economic variables to shocks of productivity and foreign exchange earnings. Ultimately, the comparison of the present moments in the current study and moments of real data indicates the relative success of the model with regard to the realities of Iranian economy.

The purpose of this study is to identify the effect of stock tendency to deal with fluctuations and price fluctuation thresholds in creating fluctuations. The statistical population of the present study is the companies listed on the Tehran Stock Exchange that were present in the stock exchange during the years 2005 to 2018. In order to confirm and reject the research hypothesis, Eviews software has been used. In Tehran Stock Exchange, following severe stock price fluctuations, the stock price fluctuation mechanism is used to limit severe stock price fluctuations, and according to certain periods, the range of stock price fluctuations changes and over time the range of fluctuations increases. The basis of trial and error has been determined and in a short period of time there have been many changes in the procedures related to the application of stock price fluctuations, without really measuring the impact of these decisions in the market and investors' reaction to changes in price fluctuations. Findings showed that the number of times each share hits the price fluctuation Yield fluctuation has a significant effect.slow efficiency fluctuations have a significant effect; And in line with the concepts of hyper-reactive theory, it can be justified, that is, after the price reaches the range of fluctuation, the trend reverses and the basis of the fluctuation limit changes; It has changed the volatility of stock returns based on jump and price continuity.

Water stress considers as most important I environmental stresses. The effect of water stress in secondary metabolite fluctuation of Hypericum perforatum (hypericin) evaluated with performance of well water, mild and severs water stress treatments in Karaj research station. In this experiment a CRBD with 3 replications in 3 years was used. Well water (-0.3 bar), mild water stress (-3 bar) and sever water stress (-15bar) treatments according 17.4, 11.5 and 8.5 water weight percent relative to dry soil were performed respectively. Hypericin extracted in two stages by soxhelt (using CHCL3 and MeOH) and measured by UV spectrophotometer in 590 nm. The results showed that top yield, hypericin percentage and hypericin yield increased with well water. Mild and sever water stress caused to decreasing hypericin and yield of Hypericum perforatum. Top yield and hypericin amount in the first harvest was 2-3 folds to the second harvest. Correlation between hypericin amount and flowers per plant was significant and positive. In spite of Hypericum perforatum resistance to water stress, it produced lower tops and hypericin under water stress. Adequate and on time irrigation causes to completely growth and more flower which increases quality in H.perforatum.

Capital is one of the fundamental factors in assessing the health and stability of the banking system. On the other hands, the value of the banks’ capital has a significant effect on their competitive position. Therefore, the utility and appropriateness of the capital base is as safe cover against a wide range of banking risks. The purpose of this study was to determine the effect of Buffer capital changes on the risk changes of banks’ portfolios. This research has been collected in term of applied methodology and accomplished transaction data in the period of five years from 2011 to 2015. The statistical population of the study consisted of 17 with systematic elimination sampling from Stock Exchange organization. For analyzing the data, Linear Regression and Correlation tests were used Eviewse software. The research results show, changes in Buffer capital have a significant effect on portfolio risk changes and given the negative coefficient of the variable of the Buffer capital changes, there is an inverse relationship between Buffer capital changes and portfolio risk changes. Also, Buffer capital changes in interaction with the business cycle, income diversification and asset fluctuation affects banks’ portfolio risk changes.