فصلنامه پژوهش های مدیریت در ایران
سال هفدهم شماره 3 (پیاپی 81، پاییز 1392)

The goal of this research is providing optimization approach for bi-objective scheduling work shifts and job rotation problem in order to exploit efficient performance of employees. In this article scheduling work shifts and job rotation problems had been modeled in one mathematical model with two objective functions: minimizing labor cost and maximizing number of job rotation. Also human factors (fatigue، learning and forgetting) that have effect on workers performance were modeled. Presented model was mixed integer and nonlinear and genetic algorithm and ε-constraint technique have been used to solve it and gain Pareto sets. To illustrate efficiency of provided algorithm، its performance has been compared to results of LINGO. The results indicated that performance of genetic algorithm is better than that of LINGO in terms of computational time and objective value. To relate relationship between objectives، set of problems have been solved. Obtained Pareto indicated that there is a conflict between objectives. Hence with considering human factors that have effect on workforce’s performance it is needed to plan work shifts and job rotation simultaneously. Results indicated that the proposed optimization approach is capable to provide suitable alternatives while managers try to consider decreasing cost، increasing jobs variety and multi-skilled training.

Every project has many risks and as there are many complexities in projects today، recognizing the most important risks is essential for projects'' success and efficiency. In this research، we tried to determine most significant risk''s categories in the framework of risk breakdown structure of 4th edition of Project Management Body of Knowledge Guide that can be generalize to all projects in Iran. With considering dependencies and interactive relations between risks of project، we used DEMATEL method to determine the most significant project risk''s categories on the basis of risk breakdown structure of 4th edition of Project Management Body of Knowledge Guide. Also fuzzy set theory was applied to measure experts'' subjective judgments، experts who have rich expertise and knowledge in Iranian projects were selected to evaluate the influences. The results revealed that «External»، «Technical»، «Project Management» and «Organizational» risks are significant and in the most important risk''s category which is «External»، «Regulatory» risks and in «Technical»، «Project Management» and «Organizational» risks، «Technology»، «Estimating» and «Project Dependencies» are the most important risks respectively and should be paid more attention because they were in the first rank of importance.

Classic asset pricing models assume that distribution of information is symmetric and suppose similar trade-off between risk and return among investors. In terms of information asymmetry that some traders have private information، investors will be faced with information risk; this is the risk of trading with informed traders. Easley et al. (2002) introduced probability of information based trade (PIN) as information risk measurement and developed a microstructure model for estimating PIN. This paper examines information risk pricing in Tehran Stock Exchange to see whether PIN can explain stock return in TSE. In the other hand we investigate relationship between firm size and probability of information based trade (PIN). Our results show that probability of information based trade (indicator of information risk) can explain stock return. A10 percent increase in PIN leads to 2. 8 percent increase in stock return. Also negative relationship found between firm size and probability of information based trade (PIN).

Appraisal and calculate productivity of the industrial groups with applying of system dynamics approach in 1404 horizon. In this paper، industrial productivity was calculated in 1404 horizon with usage of system dynamics model. For this purpose، with regard to behavior of the effective variables and data of 1380 to 1388 years، the productivity model was designed and simulated. The result showed industrial productivity from 1380 to 1388 years always decreasing and this trend because increasing input production، will be continuing from 1389 to 1396 years، but from 1396 to 1404 horizon this trend will be increased. It should be noted that the productivity of the manufacturing process، labor productivity is lower fluctuation from than capital and energy. With regard to role of industrial productivity in value added، the appraisal of policy changes showed that increase of 1% annual productivity rate in industrial sector in 1404 with ratio to bas year، lead to increasing 3. 5%. value added

This study seeks investigation of the impact of factors effect on the brand performance based on internal branding approach in TAT bank. A conceptual model consist of 9 hypotheses were designed and tested in this research. 239 employees of TAT bank by clustering method were selected. Data gathered via 51-items including 6 demographics and 45 specialized questions. Alpha cornbach''s coefficients were in acceptable range for all variables. For testing the model we use path analysis by using AMOS and chow test. Findings prove the moderation role of workplace competitive climate and job satisfaction on the relationship between internal branding with brand identification and brand commitment. Path analysis indicated that internal branding impact brand identification positively، brand commitment impact brand performance positively and brand identification impact brand commitment positively. Two hypotheses include the impact of internal branding on brand commitment and the impact of brand identification on the brand performance was not confirmed.

This study seeks investigation of the impact of factors effect on the brand performance based on internal branding approach in TAT bank. A conceptual model consist of 9 hypotheses were designed and tested in this research. 239 employees of TAT bank by clustering method were selected. Data gathered via 51-items including 6 demographics and 45 specialized questions. Alpha cornbach''s coefficients were in acceptable range for all variables. For testing the model we use path analysis by using AMOS and chow test. Findings prove the moderation role of workplace competitive climate and job satisfaction on the relationship between internal branding with brand identification and brand commitment. Path analysis indicated that internal branding impact brand identification positively، brand commitment impact brand performance positively and brand identification impact brand commitment positively. Two hypotheses include the impact of internal branding on brand commitment and the impact of brand identification on the brand performance was not confirmed.

In the past decade، national and international financial markets have experienced many financial crises. One reason for this crisis is the incorrect behavior of investors in making decisions، because of unclear situations and cognitive mistakes. with regard to there are these crisis in the domestic market، This study tries to explain the behavior of investors and identify sociological factors that influence on Conformity Behavior of Investors، It will help to solve financial crises in the securities market. In this research a questionnaire was used to collect data and research hypotheses were tested using Hotelling’s T-square test and multiple regression techniques. Results showed that investors satisfy their financial needs in line with its sociological needs and Knowledge and investment experience and age of investors are affect both forms of conformity behaviors and sociological needs are affect only on Normative Conformity Behavior and Investors gender did not affect any of the two forms of Conformity Behavior.

Illogical limits of the stock prices have led to ambiguities in optimal resource allocations. Price limit prevents increase or decrease in stock prices with respect to the predetermined prices. There are different viewpoints on implementation of stock price limits. The negative or positive effects of implementing stock price limits haven’t yet been demonstrated. Those who advocate implementation of price limits claim that these measurements can reduce price volatility while not intervening in the transactions. On the contrary، the critics argue that price limit will make more volatility (hypothesis of volatility extension)، will prevent stock price to reach the balance level (hypothesis for delay in reaching real price) and it will also intervene in transactions through limiting stock prices (hypothesis of intervention in transactions). Different models and methods have been provided for measuring effectiveness of price limits in different global stock exchanges each of which are appropriate for certain conditions. To study the delay in reaching the real price، Z binomial test was used and Wilcoxon test was applied for studying intervention in transactions. 32 companies have been reviewed through the current research since 2000 to 2009. The results indicated that price limit can extend volatility and make delays in reaching the real prices. However، it doesn’t influence on intervening the transactions