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Issue Info: 
  • Year: 

    2011
  • Volume: 

    2
  • Issue: 

    7
  • Pages: 

    37-58
Measures: 
  • Citations: 

    0
  • Views: 

    669
  • Downloads: 

    0
Abstract: 

The aim of this paper is to explain the financial markets fluctuations by strategic pattern of investment behaviors, together affected by different situations. The key point is finding the strategic patterns of changes in exchange rate, interest rate and other macro-economic indicators envisage economic environment and Commanders financial markets by fluctuations. These variations will affect expectations and demands of entrepreneurs, including investors, especially two indicators, degree of expected return and risk. Changes in the expected return and the degree of risk, put investors in that position in order to achieve the expected return performance with attention to new market conditions and the degree of their acceptable risk, choose their strategies for make some changes in the combination of their portfolio and rebalanced it. Portfolio rebalancing is one of the reachable strategies could be used by investors to review their investments ploy. In this paper, with attention to portfolio rebalancing as a proper strategy to make coincidence in investor’ s portfolios simultaneously, we regard the variations in expected rate of return and degree of acceptable risk, affected by market conditions inflections, thus we design and to develop a fuzzy linear programming model. To achieve the research strategic model, the three key components: risk, expected return and liquidity degree on equities have been used to design model and represent it. Also, consider to the importance role of transaction costs to gain the expected return in return calculating process of portfolio, we spot it in our model. In order to test the designed model, data and information of traded listed stock of Tehran exchange market, during 1384-1387. Then we import the different subjective satisfaction level of investors to test the model efficiency. The results show that the designed model could be use for the subjective satisfaction level of investors about the expected return, risk and liquidity of its portfolio, as well as possible and reach to the different strategy of portfolio rebalancing for each investor with different satisfaction level.

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

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Issue Info: 
  • Year: 

    2019
  • Volume: 

    11
  • Issue: 

    40
  • Pages: 

    173-187
Measures: 
  • Citations: 

    0
  • Views: 

    565
  • Downloads: 

    0
Abstract: 

Choosing an appropriate strategy for portfolio rebalancing is a crucial matter in today's financial markets with logarithmic and high frequency transactions. In log-optimal approach named also active strategy, portfolio rebalancing is a continuous time process and the optimality of such strategy is assured only for very long-term investment horizons. But continuous-time rebalancing is impractical and portfolios have finite horizon usually. In this article we will introduce another strategy with less rebalancing frequency to attain log-optimal utility at least, because of costly and infeasibility of continuous rebalancing for investors. Then we will implement these strategies on a portfolio consist of several Tehran exchange stocks. The results showed that «Hybrid Rebalancing Strategy» offers more utility for investors in comparison to other strategies.

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Author(s): 

POOSTINCHI ZOHREH

Journal: 

GEOPOLITICS QUARTERLY

Issue Info: 
  • Year: 

    2017
  • Volume: 

    12
  • Issue: 

    4
  • Pages: 

    123-145
Measures: 
  • Citations: 

    0
  • Views: 

    338
  • Downloads: 

    145
Abstract: 

Rebalancing of Power is one of the most important subjects for international and national security in U.S policy toward Iran and other regional actors. President Trump attempts to change U.S regional policy based on offshore balancing in Persian Gulf and Middle East.This approach concentrated on promotes U.S national interest. Trump’s policy will effect on regional structure of international politics. Barak Obama policy toward Iran concentrated on negotiation and engagement process for promote Iran’s position in regional and international politics. Obama foreign policy team argues that politics and international relations depended on Iran’s role in regional balancing of power. Geopolitical approaches emphasized on Trump interaction of geography and strategy. Trump’s team argues that defense and security policy depended on how U.S policy and regional countries collaborates their goals and interests. Trump’s foreign policy team has systematically tried, significant rapprochement among the Persian Gulf states on the issue of security almost impossible. For these reasons, a collective regionally crafted security arrangement that includes littoral states on Iran.

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Author(s): 

ANSARI MOHAMMAD TAGHI

Issue Info: 
  • Year: 

    2017
  • Volume: 

    21
  • Issue: 

    81
  • Pages: 

    125-148
Measures: 
  • Citations: 

    0
  • Views: 

    617
  • Downloads: 

    0
Abstract: 

Beyond its dynamic economic effects, TPP also has powerful geopolitical implications. Centerpieces of United States policy toward Asia—especially East and Southeast Asia—during the Obama presidency have included the “pivot” or“rebalancing” on the security side and seeking Trans-Pacific Partnership as a massive trade agreement on the economic side, from the start, this particular trade pact has been as much about geopolitics as economics that with this pact US conspiracy aimed at the economic containment of the mainland. It is more than just a trade agreement and it represents a large market led by the US. In particular, the TPP will rewrite the rules of regional trade in a way that boosts the economies of the United States and its allies relative to the economy of Washington’s primary geopolitical rival, China. The post-war Asia Pasific regional order built by the United States and its allies now faces its greatest challenge since the end of the Cold War. Then the TPP has the potential to be a game-changer for the United States in Asia.

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Journal: 

INVESTMENT KNOWLEDGE

Issue Info: 
  • Year: 

    2019
  • Volume: 

    8
  • Issue: 

    31
  • Pages: 

    317-337
Measures: 
  • Citations: 

    0
  • Views: 

    432
  • Downloads: 

    0
Abstract: 

One of the main concerns of investors in financial market is reduction of risk and achieving desired return. One of the ways that reduce risk, is creating portfolio; but due to market changes, the optimal portfolio will not be stable and it is necessary to be control and rebalancing. Generally, investors in financial market are divided into two categories: real investors and legal investors. The volume of real investors' capital is little and is called small investors, too. Portfolio selection and rebalancing for small investors need attention to their criteria and limitations that are not considered in the classic financial models such as Markowitz’ s model. These criteria are transaction cost, dividend, systematic risk and transaction units. In this study, a multi-objective and comprehensive model are provided that addresses the goals and limitations of small investors. For this purpose, the lexicographic goal programming is used and a mixed integer programming model is provided. Finally, the model is solved with actual data and the results are analyzed.

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Author(s): 

YAGHOUBI M. | ZAHEDI M.

Issue Info: 
  • Year: 

    2017
  • Volume: 

    30
  • Issue: 

    12 (TRANSACTIONS C: Aspects)
  • Pages: 

    1831-1839
Measures: 
  • Citations: 

    0
  • Views: 

    202
  • Downloads: 

    89
Abstract: 

Business Process Management Systems (BPMS) is a complex information system that provides designing, administrating, and improving the business processes. Task allocation to human resources is one of the most important issues which should be managed more efficiently in BPMS. Task allocation algorithms are defined in order to meet the various policies of organizations. The most important of these policies could be reducing the average cycle time, balancing the resource workload, increasing the product quality and minimizing the production costs. Therefore, choosing an appropriate resource in task allocation algorithms could influence on overall policy of the organization. In heavy load conditions or when the number of human resources is limited, workload balancing can increase the stability of the system. In this paper, a task allocation algorithm is proposed to rebalance the resource workload in runtime while minimizing cycle time by offering dependent pair tasks to resources for concurrent processing. The experimental results show that the combination of previous algorithms with the proposed algorithms would have 4. 42% reduction in cycle time in contrast to most efficient stateof-the-art algorithms.

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Author(s): 

Nassery Hamid Reza

Issue Info: 
  • Year: 

    2024
  • Volume: 

    11
  • Issue: 

    4
  • Pages: 

    -
Measures: 
  • Citations: 

    0
  • Views: 

    14
  • Downloads: 

    0
Abstract: 

The excessive exploitation of the country's groundwater showed its impact with a 68.8 billion cubic meters deficit in the reservoir by the end of the water year 2004-2005. In 2005, the Ministry of Energy, by defining a "balancing, artificial recharge, and flood distribution plan", began its plans to find solutions to control the decline and deficit in the aquifer reservoir. According to this plan, groundwater resources in the country's study areas were supposed to be balanced over a 20-year plan (four five-year periods), but due to various reasons such as the long-term drought in the country since 2008, the approval and implementation of non-expert plans, such as the law on determining the status of water wells without an exploitation license in 2009, the drilling of unauthorized wells by operators, the lack of necessary planning in implementing the balancing plan, social problems and dimensions, legal loopholes in the implementation of the plan, and the lack of allocation of necessary funds, the aforementioned plan did not make much progress and did not produce desirable results until 2013. These problems caused the reservoir deficit to reach more than 124 billion cubic meters at the end of the 2014-2015 water year. In 2013, with the reactivation of the Supreme Water Council, a plan entitled "The National Groundwater Restoration and Balancing Plan" was defined and announced, including 15 projects. This plan has not made much progress so far, as 424 of the 609 study areas in the country have been banned or critically banned (Iranian Water Resources Management Company, 2013). It is worth noting that groundwater resources provide about 57 percent of the country's urban drinking water needs, about 83 percent of the rural drinking water needs, and about 52 percent of the country's agricultural water (Islamic Parliament Research Center, 2013).

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Author(s): 

Issue Info: 
  • Year: 

    2017
  • Volume: 

    1
  • Issue: 

    2
  • Pages: 

    127-141
Measures: 
  • Citations: 

    1
  • Views: 

    90
  • 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): 

Issue Info: 
  • Year: 

    2021
  • Volume: 

    134
  • Issue: 

    -
  • Pages: 

    0-0
Measures: 
  • Citations: 

    1
  • Views: 

    35
  • 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): 

CHEUNG K.L. | LEE H.L.

Journal: 

MANAGEMENT SCIENCE

Issue Info: 
  • Year: 

    2002
  • Volume: 

    48
  • Issue: 

    2
  • Pages: 

    300-306
Measures: 
  • Citations: 

    1
  • Views: 

    136
  • Downloads: 

    0
Keywords: 
Abstract: 

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

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