The last step in investinent management process is evaluating portfolio performance. One of the main difficulties in performance evaluation is that people concentrate on return and do not pay attention to the risk or other moments. So it is better to evaluate portfolio performance with mean, variance and other moments like skewness simultaneously.The purpose of this research is to present a new portfolio performance evaluation of investing companies in Tehran Stock & Exchange with Mean-Variance-Skewness Model.Data Envelopment Analysis is one of the Mathematics performance Evaluation method that we use in this research.Results Show that Mean-Variance-Skewness Model in portfolio performance evaluation of investing companies is better than Mean-Variance Model.

Meta-analysis is known as a statistical analysis that combines the results of multiple scientific studies. Meta-analysis can be performed when there are multiple scientific studies addressing the same question, with each individual study reporting measurements that are expected to have some degree of error (1). . .

This paper discusses a fuzzy variance analysis model with interaction between explanatory variables using Tanakas model. Based on Tanakas model, a linear programming model has been formulated for measuring the value of response factors. This model measures both values of the response factors, as well as their interactions.

Variance of EWMA Statistic is needed when control chart is used. In literatures, a relation is used for computation of this variance which is not exact. We show that this variance is less than the exact value. This paper first derives the exact variance of the EWMA statistic for independent observations. Then through the comparison of this new variance and old variance, the effect of exact variance on control limits of EWMA control chart is examined.

Dipole asymmetry is among the most important anomalies in the cosmic microwave background (CMB). A dipole, if primordial, would challenge the isotropy of the Universe. In this work, we propose a novel method to find the direction of the dipole and its amplitude and assess its significance. The method is based on the comparison of annular variances on the sphere. We find the direction on the sphere around which the difference of the annular variances on the two hemispheres is maximized. By applying this algorithm on symmetric CMB simulations we get the distribution of the measured dipole amplitude for these null cases, providing us with the baseline for quantifying the significance of dipole amplitude of any other CMB maps. In particular, we find the statistical significance of the observed Planck dipole to be 1. 6σ . Our simulations show that although the proposed method is not more powerful in detecting the dipole compared to other algorithms, its relatively low computational cost (performed in the pixel-space) is its advantage. This paves the way for a straightforward upgrade of the method which uses spherical caps instead of rings and thus, by increasing the number of pixels used in calculating the variance, improves the results significantly.

In this paper, we discuss some of the concepts of robustness for uncertain multi-objective optimization problems. An important factor involved with multi objective optimization problems is uncertainty. The uncertainty may arise fromthe estimation of parameters in the model, error of computation, the structure of a problem, and so on. Indeed, some parameters are often unknown at the beginning of solving a multi-objective optimization problem. One of the mostimportant and popular approaches for dealing with uncertainty is robust optimization. Markowitz's portfolio optimization problem is strongly sensitive to the perturbations of input parameters. We consider Markowitz's portfolio optimization problem with ellipsoid uncertainty set and apply set-based minmax and lower robust efficiency to this problem. The concepts of robust efficiency are used in the real stock market and compared to each other. Finally, the increase and decrease effects of uncertainty set parameters on these robust efficient solutions are verified.