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Issue Info: 
  • Year: 

    2026
  • Volume: 

    14
  • Issue: 

    1
  • Pages: 

    65-104
Measures: 
  • Citations: 

    0
  • Views: 

    24
  • Downloads: 

    0
Abstract: 

After the 2008 financial crisis, the importance of studying systemic risk became more apparent. In this regard, various metrics have been presented to measure systemic risk, but the main question is which metric has a better and more comprehensive function than other metrics. The main contribution of this paper is answer foresaid question. In this research, the most widely used indicators include systemic expected shortfall, marginal expected shortfall, delta conditional value at risk and component expected shortfall using data related to 38 companies (selected sample) listed in the Tehran Stock Exchange (TSE) from 2014 to 2023 (a ten-year period) has been examined and compared. The research method is based on the correlation and reliability matrix of the values of each measure and the ranking of the sample companies during the period under review. The findings show that the measure of delta Conditional Value at Risk (∆CoVaR) has the best performance in order to explain systemic risk.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2008
  • Volume: 

    7
  • Issue: 

    27
  • Pages: 

    13-42
Measures: 
  • Citations: 

    0
  • Views: 

    1297
  • Downloads: 

    0
Abstract: 

Evaluation of organizational performance is the subject of concern by each public or private organization. One of the important factors related to the organizational performance is organizational control. Organizational performance has gone through various stages in its evolution. In the traditional performance systems, measures have been mainly related to traditional accounting, they have been profit - oriented and short termed. These measures cannot fully cover all aspects of organizational performance. The appearance of new performance models coping with the different aspects of performance and removing the traditional weak points are insufficient. The new performance evaluation systems mostly emphasize the organizational strategies, they are customer oriented, and have a long term outlook. The present research tries to identify the most important factors connected with commercial banks, and by reviewing the literature on this subject, it identifies the most important factors, and puts them to the test.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Author(s): 

CHEN Z. | LIN R.

Journal: 

OR SPECTRUM

Issue Info: 
  • Year: 

    2006
  • Volume: 

    28
  • Issue: 

    3
  • Pages: 

    375-398
Measures: 
  • Citations: 

    1
  • Views: 

    175
  • Downloads: 

    0
Keywords: 
Abstract: 

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Journal: 

Issue Info: 
  • Year: 

    2005
  • Volume: 

    17
  • Issue: 

    (65 IN NATURAL RESOURCES)
  • Pages: 

    96-104
Measures: 
  • Citations: 

    4
  • Views: 

    2268
  • Downloads: 

    0
Abstract: 

In the present paper, the performance evaluation of watershed management measures has been studied in Keshar sub-watershed using quantitative methods viz. double mass curve, moving average, discharge-duration curve and hydrologic regime analysis. To conduct the study, the daily precipitation and runoff data belonging to pre and post periods of implementation of measures i.e. 1996-1998 and 1998-2001 were collected. The double mass curve showed the positive effects of measures in runoff reduction. The reducing trend in runoff values was also verified by 5-days moving average. Studying the developed discharge-duration curve depicted the obvious reduction in high as well as low discharges and an extension in flow duration. Achieving a gradual slow in hydrologic response of the watershed was also confirmed with the help of hydrologic regime analysis. In overall the well performance of the implemented watershed management activities was quantitatively approved by applying the aforesaid techniques.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2011
  • Volume: 

    4
  • Issue: 

    10
  • Pages: 

    19-44
Measures: 
  • Citations: 

    0
  • Views: 

    1665
  • Downloads: 

    0
Abstract: 

Economic performance assessment of companies has been always of interest for stakeholders. In addition to accounting based evaluation model, there is an economic model, which focuses on cash flows rather than profit. One of these models is the “cash recovery rate” based on which the economic rate of return can be estimated.In this article, the relationship between accounting measures of performance evaluation(Return On Assets, Return On Equity, Return on Sales) and value-based measures(Economic Value Added and Market Value Added) in relation to cash recovery rate, which is as proxy of economic performance of companies, has been investigated. As many as 60 sample companies between the periods of 1382 to 1386 have been selected.The achieved results from empirical tests indicate that the return on assets, return on equity, return on sales and market value added are positively and directly related to the cash recovery rate. They can be used as a reliable measure in the performance evaluation in spite of economic value added which lacks information content.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Author(s): 

Nahid Hosein | Khani Davoud

Issue Info: 
  • Year: 

    2023
  • Volume: 

    5
  • Issue: 

    9
  • Pages: 

    72-49
Measures: 
  • Citations: 

    0
  • Views: 

    32
  • Downloads: 

    0
Abstract: 

Performance evaluation is one of the management processes,, the accuracy and validity of the results of this process is of great importance. In the performance evaluation process. common performance evaluation scales do not have the appropriate capability of modeling and dealing with uncertainty. Among the methods of dealing with uncertainty, the theory of belief functions is a suitable structure for gathering inconclusive opinions from evaluators and it has the ability to simultaneously face the uncertainty caused by the variability and uncertainty of the lack of knowledge. In this paper, a new way to get opinions from evaluators based on belief functions structure was presented and the advantages and improvements of the presented model were compared to the common metrics used in the performance evaluation process. Two questionnaires were prepared to evaluate different scales including Likert , Fuzzy Linguistic , Visual Analogue and Belief Functions. The first questionnaire contains 5 simple questions and the second questionnaire contains 3 complex questions. after summarizing the results of each questionnaire, a survey was conducted regarding the acceptability of the obtained results. According to the data conditions, one-way ANOVA test and Friedman's non-parametric test were used to analyze. The results of the implementation of the model in evaluating the performance of university lecturers showed that the advantages of the belief functions structure in the face of uncertainty can facilitate the possibility of expressing opinions for evaluators and improve the final results of the evaluation.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Author(s): 

ERASMUS P.

Issue Info: 
  • Year: 

    2008
  • Volume: 

    6
  • Issue: 

    1
  • Pages: 

    66-77
Measures: 
  • Citations: 

    1
  • Views: 

    117
  • Downloads: 

    0
Keywords: 
Abstract: 

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Issue Info: 
  • Year: 

    2005
  • Volume: 

    39
  • Issue: 

    1
  • Pages: 

    163-197
Measures: 
  • Citations: 

    6
  • Views: 

    415
  • Downloads: 

    0
Keywords: 
Abstract: 

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Journal: 

MANAGEMENT ACCOUNTING

Issue Info: 
  • Year: 

    1989
  • Volume: 

    -
  • Issue: 

    -
  • Pages: 

    45-50
Measures: 
  • Citations: 

    1
  • Views: 

    426
  • Downloads: 

    0
Keywords: 
Abstract: 

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Author(s): 

SHAKIB H. | JAHANGIRI V.

Issue Info: 
  • Year: 

    2016
  • Volume: 

    16
  • Issue: 

    2
  • Pages: 

    147-159
Measures: 
  • Citations: 

    0
  • Views: 

    959
  • Downloads: 

    0
Abstract: 

Investigation of the correlation between engineering demand parameter (EDP) and intensity measures (IMs) has received substantial attention in performance-based earthquake engineering for prediction of seismic demand of structures. In this study the seismic demands of buried steel pipelines are investigated in a performance-based context. Several nonlinear dynamic analyses of two buried steel pipe models with different D/t, H/D ratios and different soil properties and different pressures, performed under a suite of far-field earthquake ground motion records were scaled to several intensity levels to investigate the behavior of buried pipeline from elastic response to failure. Several scalar ground motion intensity measures (IMs) are used to investigate their correlation with engineering demand parameter (EDP) which is measured in terms of peak axial compressive strain in critical section. Using the regression analysis the efficiency and sufficiency of candidates IMs is investigated.To investigate the effects of different material and geometrical properties, two buried pipeline of API 5L Grade X65 models with different pipe and soil properties are considered. To simulate soil effects on pipe in axial, transverse and vertical directions bilinear force displacement curves (elastic-perfectly plastic) representation of soil are employed based on suggestions of the American Lifeline Alliance. The FEM was used in the analyses. The buried pipeline and the surrounding soil are modeled using shell, spring and damper elements. Each node of the model was connected to three spring-dashpots.Before deciding which ground motion IMs correlate well with seismic demand on buried pipes the first question to be answered is: how is the seismic demand measured? Usual failure modes of continuous buried pipelines are tensile ruptures or buckling because of compressive strains. Compressive straines that result in bukcling are smaller than strains induce tensile failure. Therefore, the peak axial compression strain at the critical section would seem the obvious candidate to use for EDP of buried pipe. It is necessary to examine a wide range of potential IMs for determining the best IM for evaluating the buried pipe response. Therefore a total of 16 different IMs are considered.Using an efficient IM results in smaller variability in the structural response for any given IM. Chosing an efficient IM causes the number of analyses and earthquake records needed to evaluate the probability of exceedance of each value of EDP given the value of IM to be reduced. In this paper, a one-parameter log-log linear regression of peak axial compressive strain on IM is utilized in evaluating the efficiency of each alternative IM. A sufficient IM results in EDP conditionally independent, for a given IM, of earthquake magnitude M and the source to site distance R. Using a sufficient IM, yields ignoring the effects of magnitude and distance in accurately predicting of EDP. Quantifying the sufficiency of IM is done by using the one-parameter regression of peak axial compressive strain on M or R for a given IM. Among the models investigated in this study it was seen that RMSd is the optimal IM for buried steel pipelines based on efficincy and sufficiency conceptions.

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