عنوان :
انتخاب سبد سرمايه گذاري با درنظرگرفتن معيارهاي مالي و اخلاقي
مقطع تحصيلي :
كارشناسي ارشد
گرايش تحصيلي :
سيستم هاي اقتصادي - اجتماعي
محل تحصيل :
اصفهان: دانشگاه صنعتي اصفهان، دانشكده صنايع و سيستم ها
صفحه شمار :
[سيزده]، 103ص.: مصور، جدول، نمودار
يادداشت :
ص.ع. به فارسي و انگليسي
استاد راهنما :
فريماه مخاطب رفيعي
تاريخ نمايه سازي :
16/3/94
استاد داور :
رضا حجازي، مهدي خاشعي
تاريخ ورود اطلاعات :
1396/10/02
رشته تحصيلي :
صنايع و سيستم ها
دانشكده :
مهندسي صنايع و سيستم ها
چكيده انگليسي :
Portfolio Selection Involving Ethical and Financial Consideration Azar Javadi Department of Industrial and Systems Engineering Isfahan University of Technology Isfahan 84156 83111 Iran Degree M Sc Language FarsiSupervisor Farimah Mokhatab Rafiei farimah@cc iut ac irAbstractUndoubtedly one of the most important debates on the subject of portfolio selection and portfolio managementis Socially Responsible Investment It may be noted that the ethical investment movement has gainedtremendous momentum the world over recently In this research we proposed a comprehensive three stagemultiple criteria decision making framework for portfolio selection based upon financial and ethical criteriasimultaneously Statistics communities of this research are companies in Esfahan were listed on Tehran StockExchange TSE Based on the framework in the first stage we used Analytical hierarchy process technique tosystematic assessment of the assets on the ethical criteria in the next stage a fuzzy multiple criteria decisionmaking method was used to measure of asset quality on the financial criteria and finally two hybrid optimizationmodels for managing trade off between financially viable and ethically promising portfolios offered In the firstmodel the ethical criteria were considered as a constraint The result of the model showed that in a hypotheticalinvestment the capital was allocated comparatively more to the TAKCERAM TILE CO ARDAKANINDUSTRIAL CERAMICS CO andFiber Intermediate Products CO DMT with financial performance scores of0 172118 0 229847 0 113531and ethical performance scores of 0 073807 0 086908 and 0 072726 Thesecompanies had the highest financial performance score among other companies in the statistics communities andtheir ethical performance score are within acceptable limits In the second model the ethical criteria wereconsidered as an object along with the financial goal The results showed that the addition of ethical criteriahaven t changed much the financial quality of model However it can be used as an efficient model forinvestors Keywords Portfolio Selection Fuzzy MCDM AHP Investment
استاد راهنما :
فريماه مخاطب رفيعي
استاد داور :
رضا حجازي، مهدي خاشعي
