Fuzzy Index Tracking Portfolio Selection Model Based on Value-at-Risk

S.A. Hosseini Imeni; A.A. Najafi

Volume 2, Issue 4 , December 2013, , Pages 41-57

  Index tracking is one of the most important passive strategies which describes the process of attempting to track the performance of some specified benchmark indexes. Most recent studies determined security returns in conventional models by the precise historical data. However, such precise data are ...  Read More

A Hybrid Genetic Algorithm/Simulation Approach for Redundancy Optimization with Objective of Maximizing Mean Lifetime and Considering Component Selection

H. Karimi; A.A. Najafi

Volume 2, Issue 2 , June 2013, , Pages 35-46

  In this paper, we consider a reliability redundancy optimization problem in a series-parallel type system employing the redundancy strategy of cold-standby. The problem consists of two parts component selection and determination of redundancy level of each component—which need to be solved so that ...  Read More