منابع مشابه
conditional copula-garch methods for value at risk of portfolio: the case of tehran stock exchange market
ارزش در معرض ریسک یکی از مهمترین معیارهای اندازه گیری ریسک در بنگاه های اقتصادی می باشد. برآورد دقیق ارزش در معرض ریسک موضوع بسیارمهمی می باشد و انحراف از آن می تواند موجب ورشکستگی و یا عدم تخصیص بهینه منابع یک بنگاه گردد. هدف اصلی این مطالعه بررسی کارایی روش copula-garch شرطی در برآورد ارزش در معرض ریسک پرتفویی متشکل از دو سهام می باشد و ارزش در معرض ریسک بدست آمده با روشهای سنتی برآورد ارزش د...
“the effect of risk aversion on the demand for life insurance: the case of iranian life insurance market”
abstract: about 60% of total premium of insurance industry is pertained?to life policies in the world; while the life insurance total premium in iran is less than 6% of total premium in insurance industry in 2008 (sigma, no 3/2009). among the reasons that discourage the life insurance industry is the problem of adverse selection. adverse selection theory describes a situation where the inf...
15 صفحه اولInternational Steam Coal Market Integration
This paper examines the hypothesis that there is a single economic market for the international steam coal industry and investigates the degree of steam coal market integration over time. The long-run relations between international steam coal prices are tested through cointegration analysis and the Kalman Filter analysis is employed to examine the convergence path of the price series. A regres...
متن کاملEstimation of coal seams gas content for evaluating potential use of methane drainage system in Tabas coal mine
Methane gas emission, accumulation, and explosion are the most important risk factors in underground coal mines. Hence, having a knowledge of methane gas emission potential in underground coal mines is of crucial importance in preventing the explosion risk, loss of life, and property, and providing miners' safety. The purpose of this work is to provide the prediction maps for the C1, C2, and B2...
متن کاملQuantification of radionuclides and associated radiological risk estimation of coal combustion residues from a South African coal-fired power plant
Background: Radionuclides occur in coal combustion residues, such as fly ash and bottom ash, which are by-products of coal combustion. They pose potential radiological risks to people present in the surrounding areas. Materials and Methods: Gamma spectrometry was performed to determine the radionuclide activity concentrations in a coal-driven power plant located in the Limpopo province, South A...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Business and Social Science
سال: 2018
ISSN: 2219-1933,2219-6021
DOI: 10.30845/ijbss.v9n5a7