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Investigating the Effect of Selected Sustainable Development Indicators on Credit Allocation: the Case of National Development Fund of Iran | ||
Interdisciplinary Journal of Management Studies (Formerly known as Iranian Journal of Management Studies) | ||
مقاله 7، دوره 8، شماره 3، مهر 2015، صفحه 453-477 اصل مقاله (500.44 K) | ||
نوع مقاله: Research Paper | ||
شناسه دیجیتال (DOI): 10.22059/ijms.2015.53637 | ||
نویسندگان | ||
Seyed Mahdi Sadatrasoul* 1؛ Mohammad reza Gholamian2؛ Kamran Shahanaghi2 | ||
1School of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran | ||
2School of Industrial Engineering, Iran University of Science and Technology | ||
چکیده | ||
Credit allocation through the usage of Portfolio optimization mainly seeks to maximize return and minimize the risk of the portfolio; but there are other important issues including sustainable development which is important for government/public sectors. This paper presents a novel credit allocation approach based on portfolio optimization and investigates the effects of selected indicators of sustainable development on credit allocation. In order to evaluate this case study, constraint mean-variance was used as the extension of Markowitz portfolio theory. Selected indicators were modeled as the mathematical model’s objectives and constraints. In order to show the applicability of the model, experimental results were given based on credit allocation data for National Development Fund of Iran (NDFI). The results show that sustainable development selected indicators exacerbate the return of NDFI portfolio from one side and from the other side, its effect on NDFI risk is somewhat similar but lighter. | ||
کلیدواژهها | ||
Credit Allocation؛ National Development Fund of Iran؛ Portfolio theory؛ Sustainable development | ||
عنوان مقاله [English] | ||
بررسی تأثیر متغیرهای منتخب توسعة پایدار بر تخصیص منابع: موردکاوی صندوق توسعة ملی | ||
نویسندگان [English] | ||
سید مهدی سادات رسول1؛ محمدرضا غلامیان2؛ کامران شهانقی2 | ||
1دانشکدة مهندسی صنایع، دانشگاه علم و صنعت ایران، تهران، ایران | ||
2دانشکده مهندسی صنایع ، دانشگاه علم و صنعت ایران | ||
چکیده [English] | ||
به صورت سنتی، تخصیص منابع اعتباری با استفاده از نظریة سبد به دنبال حداکثرسازی بازده و حداقل نمودن ریسک است، لکن هنگامی که این تخصیص باید بر مبنای الگوی توسعه و توسط نهادی دولتی یا بخش عمومی انجام شود، این تخصیص باید حداقل الزامهای مورد نیاز برای توسعة پایدار را پشتیبانی کند. این تحقیق به دلیل برخی محدودیتها، تأثیر متغیرهای منتخب توسعة پایدار را بر الگوی تخصیص سنتی مبتنی بر ریسک و بازده بررسی کرده است. بدین منظور متغیرهای منتخب توسعة پایدار پس از انجام بررسیها و انتخاب در مدل ریاضی مبتنی بر نظریة سبد به صورت اهداف و محدودیتها به کارگرفته شده و تأثیرات آن بر پاسخ مدل ریاضی بررسی شده است. به منظور نشان دادن کاربردی بودن مدل، مثال عددی برای صندوق توسعة ملی ارائه شده و نتایج تخصیص قبل و پس از به کارگرفتن متغیرهای توسعة پایدار بیان شده است. | ||
کلیدواژهها [English] | ||
تخصیص منابع, توسعة پایدار, صندوق توسعة ملی ایران, نظریة سبد | ||
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