Incorporating decision makers' attitudes towards risk and opportunity into network-level pavement maintenance optimisation

L Yao, Z Leng, J Jiang, F Ni - International Journal of Pavement …, 2023 - Taylor & Francis
Decision makers have different attitudes towards risks and opportunities of maintenance and
rehabilitation (M&R) strategies. However, most existing pavement management studies …

Portföy yönetiminde sistematik olmayan riski azaltacak bir doğrusal programlama model önerisi

M Uğurlu, ML Erdaş, A Eroğlu - Çankırı Karatekin Üniversitesi …, 2016 - dergipark.org.tr
Geleneksel portföy teorisi portföy riskini azaltmak için çeşitlendirmeye önem verirken
modern portföy teorisi geçmiş nicel bilgileri kullanarak matematiksel ve istatistiksel …

Developing a portfolio optimization model based on linear programming under certain constraints: An application on Borsa Istanbul 30 Index

ML Erdaş - TESAM Akademi Dergisi, 2020 - dergipark.org.tr
The aims of this study are to lend assistance for the account owners who plan to make an
investment in the financial markets to make the most accurate investments possible; …

Optimized drawdown risk in evaluating the performance of Malaysian mutual funds

M Reza Tavakoli Baghdadabad, F Matnor… - Journal of Islamic …, 2012 - emerald.com
Purpose–This paper aims to evaluate the risk‐adjusted performance of Malaysian mutual
funds using optimized drawdown risk measures (ODRMs) based on modern portfolio theory …

Evaluation of Malaysian mutual funds in the maximum drawdown risk measure framework

M Reza Tavakoli Baghdadabad… - International Journal of …, 2013 - emerald.com
Purpose–This paper aims to evaluate the risk‐adjusted performance of the management
styles of Malaysian mutual funds using nine modified performance evaluation measures …

AN EMPIRICAL ANALYSIS OF FUNDS'ALTERNATIVE MEASURES IN THE DRAWDOWN RISK MEASURE (DRM) FRAMEWORK

MRT Baghdadabad, FM Nor… - Journal of Advanced …, 2011 - search.proquest.com
This paper aims to evaluate the risk-adjusted performance of Malaysian mutual funds using
the modified performance evaluation ratios by the drawdown risk measure (DRM) based on …

Stock selection through hidden Markov model: A case of Pakistan stock exchange

J Iqbal, A Mirza, A Mehmood, F Ashraf - Review of Education …, 2022 - real.spcrd.org
To foresee hidden regimes inside the data, Hidden Markov Model is widely used. Many
researchers had used various data mining methods to predict stock market prices. This …

A replacement method in evaluating the performance of international mutual funds

M Reza Tavakoli Baghdadabad - International Journal of Emerging …, 2013 - emerald.com
Purpose–The purpose of this paper is to appraise the risk‐adjusted performance of
international mutual funds using measures generated by the optimized variance (OV), and to …

An empirical analysis of funds' alternative measures in the mean absolute deviation (MAD) framework

MR Tavakoli Baghdadabad - International Journal of Emerging …, 2015 - emerald.com
Purpose–The purpose of this paper is to provide an attempt to evaluate the risk-adjusted
performance of international mutual funds using the risk statistic generated by the mean …

An intelligent pavement management framework for heterogeneous and interdependent road networks with enhanced sustainability

L Yao - 2024 - theses.lib.polyu.edu.hk
Pavement systems are an important component of transportation infrastructure,
characterized by heterogeneity and interdependence. Pavement segments in a road …