دو ماهنامه دانشور رفتار
پیاپی 5 (تیر 1383)

This paper provides a Stochastic Dynamic Programming (SDP) model for the optimization of Asset/Liability Management (ALM) in Iranian Insurance Companies (IIC). Regarding the legal and the operational constraints, and the characteristic of investment operations in Iran, the proposed SDP model maximizes the most important stockholder oriented objective of the insurance companies (long term wealth) by maximizing net present value of the companies’ future cash flows minus costs of deviations from goal constraints. Results of the proposed SDP model are compared to that of the proposed Deterministic Dynamic Programming (DDP) model and to the present condition in which the companies operate. The results show that the proposed SDP model meaningfully outperforms results of the DDP model and the present condition of the operations.

This article demonstrates a part of findings of a research that has been designed with the intention of determining the characteristics of the desired public policy making system for achieving social justice. To begin with, James P. Sterba's categorization of alternative political perspectives to justice is reviewed and then "truth – oriented" justice is studied. To reach a precise and scholarly definition, "logical analysis method" was used. One of the richest available sources to define the dimensions of truth-oriented justice in the political, economic, and cultural arenas of social life, named Nahjolbalagha, was selected. Thereafter a set of logical and rational statements that introduce the logical principles of truth-oriented justice was extracted. Referring to the scholars and experts in related fields, the statements were edited and the final logical system was designed based on finalized system. This system seems to be in accordance with Imam Ali's viewpoints as a person who's attempt to implement justice, has made his name identical to "fairness and justice"; and his governmental procedures and practices provided one of the best and the most valuable verbal and behavioral artifacts in relation to truth-oriented justice. According to the findings of this research, Imam Ali's logical system of policy making was based on the following five logical principles: "Unification"; "Equality based upon unification"; "Liberty and freewill based upon unification"; "Balance of right and duty" and "Excellence-driven system of creation". based upon these five logical principles and other findings from Nahjolbalagha, nineteen theorems were inferred which describe the dominant criteria of the truth-oriented policy making system. The truth-oriented justice doctrine, describes justice as a blend of liberty and equality that is resulted from "unification" and "equality and Liberty of humans in creation" and is also flexible due to the principal of balance of right and duty, under different conditions in order to be in harmony with "excellence-driven system of creation". Therefore, the truth-oriented justice doctrine implies that all people take advantage of full security, relative welfare and to be aware of what is going on his / her surrounding.

This article examines the effects of different external financing methods on stock price and corporation return in Tehran stock market during 1996-2000. The consequences of share issued and long term borrowing on the stock price and monthly return of corporation in Tehran stock exchange is examined first. Then the Annual return of corporations benefiting from the two external financing methods is compared with each other and with that of the industry average. The results show that share issuing method compared to long term borrowing has higher impact on stock price and on stock return of corporations.

In this research, confront a myriad of problems understanding organizational culture. The various theories forwarded on this issue have only added to the complexity of the matter. In this article, the author defines organizational culture from a variety of viewpoints, arguing that organizational regulations are the reflection of the organizational culture. As such, an understanding of the organizational culture is facilitated. Moreover, a change in these norms can have a commensurate effect on the organizational culture. The present article discuses the fundamental assumptions forming organizational culture and workers job satisfaction in ministry of science, research and technology centers in Tehran universities. Organizational culture is a specific manner or climate which distinguishes an organization from other ones. This research also, has focuses on organizational culture variables, such as: job conscience, managerial supporting, organization discipline, economic discipline, Incentive system, objectives clear try, conflict and communication models, innovation and creativity. The Present fields of research were occurred in Tehran universities and have used descriptive analysis statistical methodology to comparative present and future situations in organizational culture. In the final part of these matters have been discusses respectively management of organizational culture, and its process have shown in to the preserving various variables such as: Administrative discipline, Economical discipline, to implement job enlargement, Incentives control system, and other matters. By this matter can be enlarge organizational culture and to improve job satisfaction.

The growth and development of higher education is a striking feature of the modern world. The formation and development of higher education has been the subject of scholarly inquiry across the humanities and social sciences. Here the key question is: what is the theoretical bases of the growth and expansion of higher education? However, the article seeks to explain the phenomena from several perspectives and competing theories. These theories are: human Capital Theory; Cost Benefit theory; Public Choice Theory; Conflict Theory; and varieties of Feminist Theory.

The logistic costs contribute a major part of products’ sales price to the extent that in the United States 30% of product cost is the logistic costs. In this article you will find, from the operational research viewpoint, the design of network and mathematical modeling for optimization of the logistic costs in automotive industries. The framework of proposed plan is the merge in transit system, and in this model, there are merge centers between the origin and destination as the first rule, and secondly, instead of single product flow, there are multi commodities. Merge centers are capacitated as the third rule and finally the inventory should be the minimum quantity. The variety of material handling is available with piecewise linear cost function. The cost and time factor in the design of network had been considered to optimize the cost of transportation, warehousing and delivery times to final customers.