Hossein Rahmanseresht
Volume 1, Issue 2 , October 2003, , Pages 11-22
Abstract
Iran’s industry has had a considerable number of difficulties to perform so well as was expected in the post – revolutionary era.
Unfavorable legal, political environments combined with eight –year imposed war may be singled out as the root causes of such performances.
However, this ...
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Iran’s industry has had a considerable number of difficulties to perform so well as was expected in the post – revolutionary era.
Unfavorable legal, political environments combined with eight –year imposed war may be singled out as the root causes of such performances.
However, this paper argues that our industry’s lack of realization of its dire need to adapt to the emerging unprecedented environmental challenges is an even more important cause of our industry’s plight. The possibilities of committing our industry to the five disciplines, which are grounded in relevant national cultures, the cultural characteristics, which might curb adoption of the five learning disciplines are explained. Some external as well as internal conditions or prerequisites which must be, met before the five disciplines are activated or operational, are reviewed.
MOHAMMAD MEHDI PARHIZKAR; ALI AKBAR JOKAR; VALI MOHAMMAD DARINI
Volume 11, Issue 31 , January 2014, , Pages 101-125
Abstract
Identification of factors influencing on organizational innovation based on open innovation paradigm in publication industry was the main purpose of this study and open innovation approach was the main focus of this study. Mix method of Research was run and statistical publication in qualitative section ...
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Identification of factors influencing on organizational innovation based on open innovation paradigm in publication industry was the main purpose of this study and open innovation approach was the main focus of this study. Mix method of Research was run and statistical publication in qualitative section was publication sector experts and universities faculty members was selected in order to implement the quantitative section. Sample size was 30 experts in qualitative section and 300 subject selected for quantitative section. Based on theoretical and practical literature, main factors such as structural, financial, environmental, and individual was identified and researcher made questionnaire including 60 item was develop and it’s reliability (α=0.89) and validity was approved. Data was analyzed by path analysis. Results showed that vary factors has important role in creating of open innovation in which the core competencies of human resource is more related to open innovation and accessing to bazaars was less related to open innovation.
Kamran Feizi; Ali Reza Moghaddasi
Volume 2, Issue 7 , December 2004, , Pages 105-118
Abstract
Today with the advances in the applications of information and communication technologies in the field of research it is necessary to protect the rights of those authors who publish and their works through global and local information networks such as internet and intranets. In this article the importance ...
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Today with the advances in the applications of information and communication technologies in the field of research it is necessary to protect the rights of those authors who publish and their works through global and local information networks such as internet and intranets. In this article the importance and benefits of electronic scientific references is emphasized and the most important paper based and web-based references are expressed. Also the most important electronic information resources and referring techniques such as new linguistic association the US association of psychology Chicago University and council of biology audits are indicated. The method of US association of psychology is selected to introduce a unified method for referring.
Haidar Mirfakhroddini; Davood Andalib Ardakani; Morteza Rezaei Asl
Volume 8, Issue 21 , June 2011, , Pages 107-130
Abstract
Supply chain is a network of independent organizations that cooperate with each other, in order to control, manage and improve material and information flow from suppliers to final consumers to meet customer satisfaction. In Industry, especially industries that are moving towards the longer supply chain, ...
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Supply chain is a network of independent organizations that cooperate with each other, in order to control, manage and improve material and information flow from suppliers to final consumers to meet customer satisfaction. In Industry, especially industries that are moving towards the longer supply chain, the issue of supply chain risk management is important.
The risk management process focuses on the identification of risks and reduction of theirs adverse effects. Risk management process in supply chain includes four-phase identification, assessment, control or management and tracking of risky events. The aim of risk assessment is risk measurement based on various attributes. A key part of this process is risk rating; in this article first, with study of multi criteria decision making, it was tried to recognize the appropriate model for ranking of risk factors in order to determine their priority and allocate resources to deal with each of them. More, the field of information technology in small and medium enterprises was studied and after recognizing of risk factors of field of information technology in small and medium enterprises, Electre, Topsis and Taxonomy techniques to rank these factors were used.
More and also with calculating the Spearman correlation coefficient for detecting convergence of ratings, using the mean method, the final ranking risk factors in the supply chain field were acquired.
Kamran Feizi; Toraj Sadeghi
Volume 3, Issue 8 , March 2005, , Pages 111-128
Abstract
In this article concepts and different kinds of e banking services are introduced. Then by a comparative study and survey the crucial factors and the relative criteria regarding e banking development in Iran are recognized. These factors are sorted in order of their importance and according to the results ...
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In this article concepts and different kinds of e banking services are introduced. Then by a comparative study and survey the crucial factors and the relative criteria regarding e banking development in Iran are recognized. These factors are sorted in order of their importance and according to the results of questionnaires distributed among a sample of specialists in the field of ICT and e banking in Iran.
seyed mohammad ali khatami firouzabadi; seyed hossein galali; seyed ali mohammad parvardeh
Volume 11, Issue 29 , July 2013, , Pages 113-137
Abstract
The main purpose of this practical survey is devoted to identify the obstacles of strategic plan implementation among energy sector's contractors and then, to present a classification of identified obstacles on the basis of their priorities. In order to achieve this purpose, 8 factors were chosen as ...
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The main purpose of this practical survey is devoted to identify the obstacles of strategic plan implementation among energy sector's contractors and then, to present a classification of identified obstacles on the basis of their priorities. In order to achieve this purpose, 8 factors were chosen as the obstacles of strategic plans in energy sector following the literature review and experts comments, and then applied to 87 managers and senior experts of strategic planning in contracting firms by a questionnaire. The Fuzzy TOPSIS technique is assumed as a well-known Multiple-criteria Decision Making (MCDM) approach. Results showed that organizational structure was received the most priority as an obstacle in implementing strategic plan in contracting industry and operational planning, resource allocation, quality of strategy, communication, strategy executors, control and commitment got subsequent ranks. So, findings of this survey could improve the efficiency of contracting firm's managers to direct the process of strategy implementation and to overcome on identified obstacles
Habibollah Salarzehi; Jasem Dejkam
Volume 9, Issue 24 , March 2012, , Pages 115-139
Abstract
Industrial clustering is of a great importance in almost every country throughout the world nowadays. In Iran, accordingly, there has been an increase in the tendency towards industrial clustering in the scientific and decision-making centers as well as the country’s development programs. The unavoidable ...
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Industrial clustering is of a great importance in almost every country throughout the world nowadays. In Iran, accordingly, there has been an increase in the tendency towards industrial clustering in the scientific and decision-making centers as well as the country’s development programs. The unavoidable competitive necessity is the most important issue in clustering and cluster-related policies. In fact, competitiveness is the thermometer of assessing and measuring the success of clustering. The study is devoted to review of literature under “competitiveness”. Next, industrial clusters and competitiveness assessment models in clusters is brought under deeper consideration. Later, Chabahar Fishery’s industrial cluster in the GEM model framework along with its factors used for identifying influential factors in the competitiveness of industrial clusters reviewed is introduced. GEM model is reviewed and applied to identify the important factors on competitiveness in Chabahar Fishery’s industrial cluster. Due to the large number of factors involved, factor prioritization questionnaire s were provided and passed out among experts of the Chabahar Fishery’s Industrial Cluster. Then influential factors were identified and since some of the factors were interrelated, the relative importance of these influential factors was investigated using ANP technique. Here, the prioritization of these factors was done by Super Decision software and in the end based on the acquired results, there have been proposed some strategies for the purpose of increasing competitiveness in Chabahar Fishery’s industrial cluster.
Seyed Habib A Rahmati; Mostafa Zandieh
Volume 10, Issue 27 , January 2012, , Pages 118-143
Abstract
In this paper, to make flexible job shop scheduling problem (FJSP)more realistic, an operational factor is considered in its model. Thisfactor, which is called optimizing total consumed electric power permonth, is known as the most important factor in calculation of theelectric cost of the industries. ...
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In this paper, to make flexible job shop scheduling problem (FJSP)more realistic, an operational factor is considered in its model. Thisfactor, which is called optimizing total consumed electric power permonth, is known as the most important factor in calculation of theelectric cost of the industries. Considering this factor, specificallyafter subsides elimination of the country, has became more important.In addition to this objective, two other common objectives, calledcomplementation time and critical work load of machines, areconsidered. To solve the multi-objective model, two algorithms,called multi-objective biogeography-based optimization algorithm(MOBBO) and multi-objective harmony search algorithm (MOHS),are developed and introduced to scheduling area for the first time.Finally, by developing some famous libraries of the problem,performance of the algorithms is compared statistically
mohammad gholi yousefi; hamid amadeh; tahere karimi dastenaei
Volume 11, Issue 28 , April 2013, , Pages 119-136
Abstract
In this Paper we have used various indices to describe the characteristics of Iran Manufacturing Industries during 1995-2009.We have also estimated empirically the Impact of structural changes on employment generation. The result show that structural changes in output and employment of Iran Manufacturing ...
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In this Paper we have used various indices to describe the characteristics of Iran Manufacturing Industries during 1995-2009.We have also estimated empirically the Impact of structural changes on employment generation. The result show that structural changes in output and employment of Iran Manufacturing Industries have been accompanied by a movement away light and consumer non -durables such as Food and Textiles, towards heavy and Capital goods industries producing consumer durables, capital and Intermediate goods. The shift has been basically from low to high labor productive Industries. Our empirical Model too has shown a significant impact of structural changes on employment generation on Manufacturing Industries in Iran. The finding shows that the decrease in the employment share of industries such as Textiles and Food industries have been overcompensated by increase in the employment of electrical and non electrical machineries and transport equipments, indicating the tendencies of manufacturing industries move towards energy intensive and resource based industries such as chemicals and petrochemicals and oil refineries, Machineries and transport equipments.
JEL Classification: J24, O14, O33, O40
Mostafa Ebrahimpour Azbari; Mahmoud Moradi; Mohsen Momeneh
Abstract
In recent years, due to changes in global markets and competition among supply chains, organizations found out that to grow and survive in today’s turbulent environment they should use of all their efforts to create and maintain sustainable competitive advantage. On the other hand, the pressure ...
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In recent years, due to changes in global markets and competition among supply chains, organizations found out that to grow and survive in today’s turbulent environment they should use of all their efforts to create and maintain sustainable competitive advantage. On the other hand, the pressure of customers and stakeholder demands have convinced the organizations to consider sustainable components such as social and environmental issues and led to the emergence the concept of sustainable supply chain management. This paper addresses the effective factors on sustainable supply chain management and the relationships between its internal and external activities, and ultimately addresses how the selection and use of sustainable supply chain management activities can help the organization to create sustainable competitive advantage. This study is done on the existing industries of Kermanshah using the partial least squares (PLS) with a sample of 72 firms. The results show that the pressure of customers and innovativeness are effective for the sustainable supply chain management activities, moreover confirmed the impacts of the SSCM activities on the creation of sustainable competitive advantage
Alireza Alinajad; Samrand Salari; Azadeh Seif
Volume 10, Issue 26 , January 2012, , Pages 123-146
Abstract
This research investigates issues relating to facilities location whichcovers network design under the conditions of uncertainty and robuststate. In this direction a model is developed in which lack of certaintyis taken into consideration regarding parameters such as demand andvarious costs. Unlike the ...
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This research investigates issues relating to facilities location whichcovers network design under the conditions of uncertainty and robuststate. In this direction a model is developed in which lack of certaintyis taken into consideration regarding parameters such as demand andvarious costs. Unlike the classical methods that the structure ofnetwork is predefined and is predetermined, the facilities locationmakes decisions with respect to the structure of the network.The discussed issue in many real and actual applications such as roadsnetwork, communication systems and etc does exist and locating thefacilities and designing the main network simultaneously areconsidered as important factors; therefore redesigning andoptimization of models which look for simultaneous solutions seemessential. There have been various strategies in the literature ofuncertainty optimization. Two of the most important strategies are the“Probabilistic Optimization” and “Robust Optimization”.This article employs the robust optimization to resolve the uncertaintyand the modelization arguments. Moreover using random samples, thedeveloped model is validated and for further mathematical analysis isutilized
Behrouz Rezaee Manesh; Mehdi Nourbakhsh
Volume 4, Issue 13 , June 2006, , Pages 123-146
Abstract
This study analyzes the factors affecting on creating a leaming organization based on Peter Senge's model. He introduces these factors in his book named fifth discipline: leadership, thinking space, localization, balance between family and work, time management ...
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This study analyzes the factors affecting on creating a leaming organization based on Peter Senge's model. He introduces these factors in his book named fifth discipline: leadership, thinking space, localization, balance between family and work, time management and experiencing. There are commonly two basic patterns for creating a learning organization in academic studies: American pattern introduced by Peter Senge and European pattern written by several famous authors and theorists. Other scientists and theorists follow these two patterns. A study with this subject has not been carried in our country. By identifying the factors effecting on learning organization we can prepare to create this kind of organization as a new approach for organization's and human resource's development. Results showed that mentioned factors affect on creating a learning organization. So we can prepare for creating a learning organization by using designer, teacher and steward leaders, create thinking space, learning from case experiences, personal and organizational effort to create balance between family and work, creating learning and thinking opportunity and delegating decision making to employees and supervisors.
Mostafa Ekhtiari
Volume 8, Issue 18 , September 2010, , Pages 123-160
Abstract
In this paper, a single-product three-echelon supply chain with the loops of manufactures-distributors-customers has been considered where the customers demand, the percent of rejected product from customers and the shipping time of product from distributors to customers are considered as fuzzy variables. ...
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In this paper, a single-product three-echelon supply chain with the loops of manufactures-distributors-customers has been considered where the customers demand, the percent of rejected product from customers and the shipping time of product from distributors to customers are considered as fuzzy variables. The main approach in this paper is simultaneously consideration of suppliers and distributors selection problems and to determine effective customers in the system under uncertainty. The purpose of this paper is to present a model which aggregates conflicting objectives between loops of this chain, increases the number of uncertainty parameters of the model as well. Hence, the objectives of the proposed model are: to maximize quality of products, to minimize total cost, to minimize product shipping time from distributors to customers and to maximize obtained earning from product selling to customers. Also in the proposed model, some constraints are considered such as the orders shortage, the production capacity and demand of customers. The proposed model will be illustrated by a numerical example for the three-echelon supply chain problem and will be analyzed based on a-cut levels.
Magsud Amiri; , Mohammad Amin Nayebi; Oveis Zarabadipour
Volume 12, Issue 33 , July 2015, , Pages 125-124
Abstract
In this paper we have developed inventory control models (r,Q) & (R,T) in multi-items environment by two objectives as minimizing costs (holding & shortage) and risk level under four constraints. These constraints include: available budge, service level, storage space & allowed shortage quantities. ...
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In this paper we have developed inventory control models (r,Q) & (R,T) in multi-items environment by two objectives as minimizing costs (holding & shortage) and risk level under four constraints. These constraints include: available budge, service level, storage space & allowed shortage quantities. Demand functions assumed normal in the study and extra demands also are backlogged. First we developed crisp models and then fuzzy stochastic models with fuzzy budge, allowed shortage quantities and shortage space which are fuzzy-stochastic parameters with normal distribution. All of fuzzy numbers are triangular typically. In this methodology we changed fuzzy-stochastic models to crisp multi objectives problem, by using difuzzification of fuzzy constraints and then solving by Fuzzy logic method. Finally we have tested an example to describe the model and methodology which is solved by LINGO package. .
Vajhollah Ghorbanizadeh; Amin Asadpoor
Volume 6, Issue 16 , June 2007, , Pages 125-166
Abstract
Organizational environment has become more than any time complex, dynamic, and revolutionized. The changes trespass the make managers face with new challenges. Survival and excellence in such an environment is attainable solely with change and adoption with dynamicity. This article attends to cybernetic-scanning ...
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Organizational environment has become more than any time complex, dynamic, and revolutionized. The changes trespass the make managers face with new challenges. Survival and excellence in such an environment is attainable solely with change and adoption with dynamicity. This article attends to cybernetic-scanning management influence which has structure with organization properties that base on cybernetic in organization learning process. Furthermore, attendance cultural learning properties and the role of that as a changeable intermediate. The socio-statistic research is three part of Iran - Khodro company staff and research data gathering with questionnaire. After investigating changeable aspect of reading the research discover is done with use of structural role and hypothesis examination which the consequence of that show accepting all hypothesis and positive role and impress (CSM) in learning culture and the organization role- model learning process. Finally, role-model fit is base on structural equation model and whit attention to data collection consequence of that is signify from suitable fit and acceptable intention role-model.
Safar Fazli; Rasool Taghizadeh
Volume 8, Issue 19 , December 2010, , Pages 125-146
Abstract
Portfolio selection problem is an important field of capital assignment and budgeting in managerial finance and had proposed patterns for optimal selection of portfolio from the past. For this purpose we suggest a fuzzy ranking method with mathematical approach. This research is a survey in Tehran stock ...
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Portfolio selection problem is an important field of capital assignment and budgeting in managerial finance and had proposed patterns for optimal selection of portfolio from the past. For this purpose we suggest a fuzzy ranking method with mathematical approach. This research is a survey in Tehran stock exchange. Statistical population inclusive 50 superior companies of Tehran stock exchange in 1387. By survey of financial data of these companies, 20 companies have selected and weekly returns in 1387 have been calculated for them. In first stage, 20,000 random portfolios have been generated by a computer program. Each of these portfolios is composed of 20 companies that quantity of investment in each of them are between 0% and 100% and selected randomly. The uncertainty on the returns of each portfolio is approximated by means of a trapezoidal fuzzy number. A rank index that accounts for both expected return and risk is defined, allowing the decision-maker to compare different portfolios and select best portfolio. Conclusions showed that, according to risk aversion of investor, several optimal portfolios can be selected. In this article we suggested 3 optimal portfolios.
Abbas Shoul; Esmaeil Keshavarz
Abstract
In the present research, Time-Cost-Quality trade off problem is formulated and solved, from a new point of view. To this end, quality is defined as a function of time and cost, then by defining the project’s quality as minimum value of quality of activities and regarding predecessor relations between ...
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In the present research, Time-Cost-Quality trade off problem is formulated and solved, from a new point of view. To this end, quality is defined as a function of time and cost, then by defining the project’s quality as minimum value of quality of activities and regarding predecessor relations between activities, a tri-objective programming model is formulated to trade off the time, cost and quality. In order to solve the problem, objective functions of time and cost described as fuzzy goals and a fuzzy decision-making methodology has been used to reformulate the proposed tri-objective model to a single-objective model. Producing a final solution, instead of a set of Pareto efficient solutions, is one of the advantages of proposed method, which prevents decision maker from confusion. In order to describe performance and show the potential applicability of proposed methodology, a time-cost-quality trade-off problem for a project with real data from Organization for Renovating, Developing and Equipping Schools of Kerman province is solved. Finally, in order to validate the proposed model and method, a parametric analysis, which systematically varies the main parameters of model, is employed.
G. Khoshsima; C. Lucas; M. Haji Bagheri
Volume 2, Issue 5 , June 2004, , Pages 127-145
Abstract
In today’s dynamic and uncertain environment responsiveness is one of the most important priorities and characteristics of manufacturing organizations. Responsiveness is a multidimensional concept and vague notion. For this reason we are often facing many problems when assessing it.
Thus, in this ...
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In today’s dynamic and uncertain environment responsiveness is one of the most important priorities and characteristics of manufacturing organizations. Responsiveness is a multidimensional concept and vague notion. For this reason we are often facing many problems when assessing it.
Thus, in this paper we explain a knowledge-based methodology for the measurement and assessment of organizational responsiveness. At first, we explain responsiveness dimensions (Strategic Alignment, People, Process and Technology). In the next stage we will use the knowledge that is presented via "IF {fuzzy antecedents} THEN {fuzzy consequents} rules", to assess organizational responsiveness.
Mohammad Reza Taghva
Volume 11, Issue 30 , October 2014, , Pages 129-151
Abstract
the importance of having information system in any organization is obvious.It is not for sure having software & hardware that made a systemprofitable. It is when system achieves it predetermined goals and usersbenefit from it. The success implementation of master information systemhas been questioned ...
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the importance of having information system in any organization is obvious.It is not for sure having software & hardware that made a systemprofitable. It is when system achieves it predetermined goals and usersbenefit from it. The success implementation of master information systemhas been questioned through a questionnaire from all system users. Askthem to answer questions regard before system. Results show promotionin six questioned indicators. In this research, ISACO is a case.
Nasim Ekram Nosratian
Volume 8, Issue 20 , March 2011, , Pages 129-146
Abstract
One of the main steps in production planning is the operation sequencing. The operation sequencing is assessed by a series of efficiency indexes such as jobs completion average time, jobs maximum tardiness and jobs average tardiness. In order to accomplish these efficiency indexes, some heuristic rules ...
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One of the main steps in production planning is the operation sequencing. The operation sequencing is assessed by a series of efficiency indexes such as jobs completion average time, jobs maximum tardiness and jobs average tardiness. In order to accomplish these efficiency indexes, some heuristic rules or algorithms like Shortest Order Time are offered so that each rule minimizes some indexes. For instance, Shortest Order Time (SOT) minimizes the jobs fulfillment average time index and jobs maximum tardiness index is minimized by the Earliest Delivery Date rule (EDD). The fuzzy analytic hierarchy process selects the best jobs sequence from the existing sequences by considering the concurrent effects of all efficiency indexes and scores comparison. In the present paper, the efficiency indexes in operation sequencing selection and a brief description of the fuzzy analytic hierarchy process method and its manipulation are introduced. Then by considering the effect of all the efficiency indexes, the best sequence in a single machine shop is found among the existing sequences.
Reza Vaezi; Zeynab Abbasi
Volume 5, Issue 14 , December 2006, , Pages 131-152
Abstract
This article explains the relationship between business process reengineering and learning organizations. As business process reengineering and learning organizations both are techniques to support changing in organizations, this research offers a model which develops an optimized combination of the ...
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This article explains the relationship between business process reengineering and learning organizations. As business process reengineering and learning organizations both are techniques to support changing in organizations, this research offers a model which develops an optimized combination of the two methods and also concentrates to both their original purpose.
In following, the main aim of doing this research is described and also claimed the main hypothesis of the research that business process reengineering and learning organizations can have a synergic relationship.
In the research descriptive methodology has been used and its statistical society is generally software industry in Iran and specifically four software company which work on developing , supporting and training of software in Tehran. The designed questionnaire was distributed between top executives, vice presidents, project managers, middle managers, process experts and trainers of the companies and totally gathered 135 of them.
The results of this research suggest that the Organization's movement regarding to business processing engineering or learning organization, helps the organization to accept changes from the other path and affects the success of the other approach.
This research stops dedicated view point of users, who are looking for major changes' in their organization, towards the current approach.
Abolfazl Kazemi; Javad Ghasemi; Vahid Zandieh
Volume 9, Issue 23 , December 2011, , Pages 131-161
Abstract
Previously, decision about granting facilities to clients of banks in Iran were made based on personal judgment about the risk of failure in reimbursement. But, increasing demand for bank facilities by economic firms and households in one hand, and increasing extensive commercial competition among banks ...
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Previously, decision about granting facilities to clients of banks in Iran were made based on personal judgment about the risk of failure in reimbursement. But, increasing demand for bank facilities by economic firms and households in one hand, and increasing extensive commercial competition among banks and economic- credit companies in the country and their efforts to alleviate the risk of failure in reimbursement of facilities on the other hand, have resulted in using modern methods such as statistical methods in this area. Today, to predict the possibility of failure in reimbursement of facilities and to classify their applicants, banks use the credit ranking of their clients. Savings in time and costs, removing personal judgments and increasing the accuracy of evaluating applicants of various facilities are some of the benefits gained in this method.
There are various statistical methods such as audit analysis, logistic regression, nonparametric smoothing and other methods including neural networks which have been used in ranking the credits. Among these methods, neural network method is of higher flexibility and has attracted more attention in recent years due to its ability to classify, generalize and learn the patterns.
In this paper, firstly we select some of the important criteria in granting various credit facilities such as financing loan, civil partnership, installment sale and unilateral contract to natural clients of a private bank in the country using questionnaire and the opinions of elite people in the field of banking. Then, we classify them by
presenting four models of neural networks namely MOE, MLP, LVQ and RBF and evaluate the accuracy of the ranking of these models. The obtained results indicate that MOE model is more accurate compared to MLP and RBF models and LVQ has not acceptable accuracy for ranking the credits of bank applicants.
Seyedeh Farnaz Kouhbanani Nejad; Darush farid; Hojatallah sadeghi
Abstract
Modifications are an integrated part of economic evolution in financial section which include reforming the capital market structure, innovating in tools and an environment with more comprehensive discipline. Two dominant schools of thought in the literature on stock markets are fundamental and technical ...
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Modifications are an integrated part of economic evolution in financial section which include reforming the capital market structure, innovating in tools and an environment with more comprehensive discipline. Two dominant schools of thought in the literature on stock markets are fundamental and technical analysis. Selection the portfolio would be so important. So we use both fundamental and technical analysis to evaluate companies' stock and then in order to form a portfolio which consider different risk states and investor’s preferences utilize Mamdani Fuzzy and mixed integer linear programming model. The reasons for the use Mamdani Fuzzy system are its capability of working in vague environment and using human knowledge and for mixed integer linear programming model is its capability in finding the optimum solution among the several available ones. The results of evaluating the performance of formed portfolio for three cases of Risk averse, Risk neutral and Risk prone investor show that the performance of proposed portfolio is positive and proper, but in a more accurate scale the formed portfolio has a more proper condition for the risk averse investor.
Parham Azimi,; Mohammad Reza ghanbari,*
Volume 13, Issue 38 , October 2015, , Pages 133-161
Abstract
Considering the increasing demand for operational activities in ports, ports managers are facing the challenge of optimal usage of port facilities and equipment. (In the last two decades, maritime transportation systems have been experienced an increasing development. Now the rate of development in this ...
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Considering the increasing demand for operational activities in ports, ports managers are facing the challenge of optimal usage of port facilities and equipment. (In the last two decades, maritime transportation systems have been experienced an increasing development. Now the rate of development in this section has been reached 8 percent per year. Nowadays, the port managers are faced with the challenge of optimal use of equipment and facilities). One of these challenges is to reduce the waiting times of ships at the ports.so that in this study, placing the buffer area for loading and unloading cereals has been investigated using a simulation optimization model based on queuing theory at SHAHID RAJAEE port. Three important criteria of the port performance have been considered including the ship turn-around time, number of loaded ships and loading norm. The results indicate that optimization of cereal transportation between the buffer area and the port can increase the capacity of transportation and loading- unloading capacity up to (The results show that the proposed model can increase the capacity of loading and unloading of the system up to %15.5between the port and buffer area.)
Farzin Rezaei; Hadi Haqiq
Volume 9, Issue 25 , July 2012, , Pages 133-159
Abstract
The objective of this study is to investigate the impact of industryconcentration on the average stock returns, and proposing a model toexplain this relationship. Explanatory variables are Herfindahl-Hirschman Index of industry concentration, industry size (marketequity), book-to-market ratio, leverage, ...
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The objective of this study is to investigate the impact of industryconcentration on the average stock returns, and proposing a model toexplain this relationship. Explanatory variables are Herfindahl-Hirschman Index of industry concentration, industry size (marketequity), book-to-market ratio, leverage, past 1-year's industry returnand systematic risk (beta); also the industry average return is taken asthe dependent variable. With respect to the concentration index is anindustry specific, all of the dependent and independent variables inthis research are evaluated in industry level. The study covers 1380-1386 and uses 31 manufacturing industry-year observations. Forexamine the research hypothesizes, we use the Panel Data techniquewith Fixed Effect and Generalized Least Squares (GLS) method.Results indicate that in Tehran Securities Exchange there is significantrelationship between industry concentration, size, book-to-marketratio, systematic risk and average stock returns. On the other hand,leverage and past 1-year's industry returns are not associated withannual industry returns.
